CSpace
 ASYMPTOTICS OF SLICED INVERSE REGRESSION ZHU, LX; NG, KW 1995-07-01 Source Publication STATISTICA SINICA ISSN 1017-0405 Volume 5Issue:2Pages:727-736 Abstract Sliced Inverse Regression is a method for reducing the dimension of the explanatory variables x in non-parametric regression problems. Li (1991) discussed a version of this method which begins with a partition of the range of y into slices so that the conditional covariance matrix of a: given y can be estimated by the sample covariance matrix within each slice. After that the mean of the conditional covariance matrix is estimated by averaging the sample covariance matrices over all slices. Hsing and Carroll (1992) have derived the asymptotic properties of this procedure for the special case where each slice contains only two observations. In this paper we consider the case that each slice contains an arbitrary but fixed number of y(i) and more generally the case when the number of y(i) per slice goes to infinity. The asymptotic properties of the associated eigenvalues and eigenvectors are also obtained. Keyword ASYMPTOTICS SLICED INVERSE REGRESSION DIMENSION REDUCTION EIGENVALUES AND EIGENVECTORS Language 英语 WOS Research Area Mathematics WOS Subject Statistics & Probability WOS ID WOS:A1995RN08000021 Publisher STATISTICA SINICA Citation statistics Document Type 期刊论文 Identifier http://ir.amss.ac.cn/handle/2S8OKBNM/27677 Collection 中国科学院数学与系统科学研究院 Affiliation 1.CHINESE ACAD SCI,INST APPL MATH,BEIJING 100080,PEOPLES R CHINA2.UNIV HONG KONG,DEPT STAT,HONG KONG,HONG KONG Recommended CitationGB/T 7714 ZHU, LX,NG, KW. ASYMPTOTICS OF SLICED INVERSE REGRESSION[J]. STATISTICA SINICA,1995,5(2):727-736. APA ZHU, LX,&NG, KW.(1995).ASYMPTOTICS OF SLICED INVERSE REGRESSION.STATISTICA SINICA,5(2),727-736. MLA ZHU, LX,et al."ASYMPTOTICS OF SLICED INVERSE REGRESSION".STATISTICA SINICA 5.2(1995):727-736.
 Files in This Item: There are no files associated with this item.
 Related Services Recommend this item Bookmark Usage statistics Export to Endnote Google Scholar Similar articles in Google Scholar [ZHU, LX]'s Articles [NG, KW]'s Articles Baidu academic Similar articles in Baidu academic [ZHU, LX]'s Articles [NG, KW]'s Articles Bing Scholar Similar articles in Bing Scholar [ZHU, LX]'s Articles [NG, KW]'s Articles Terms of Use No data! Social Bookmark/Share