ASYMPTOTICS OF SLICED INVERSE REGRESSION

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	ASYMPTOTICS OF SLICED INVERSE REGRESSION
	ZHU, LX ; NG, KW
	1995-07-01
发表期刊	STATISTICA SINICA
ISSN	1017-0405
卷号	5 期号:2 页码:727-736
摘要	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.
关键词	ASYMPTOTICS SLICED INVERSE REGRESSION DIMENSION REDUCTION EIGENVALUES AND EIGENVECTORS
语种	英语
WOS研究方向	Mathematics
WOS类目	Statistics & Probability
WOS记录号	WOS:A1995RN08000021
出版者	STATISTICA SINICA
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/27677
专题	中国科学院数学与系统科学研究院
作者单位	1.CHINESE ACAD SCI,INST APPL MATH,BEIJING 100080,PEOPLES R CHINA 2.UNIV HONG KONG,DEPT STAT,HONG KONG,HONG KONG
推荐引用方式 GB/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.