Using sliced inverse mean difference for sufficient dimension reduction

Authors

Andreas Artemiou, Cardiff University
Lipu Tian, Michigan Technological University

Document Type

Article

Publication Date

11-2015

Department

Department of Mathematical Sciences

Abstract

We present two different algorithms for sufficient dimension reduction based on the difference between inverse means. We discuss the theoretical properties and demonstrate the computational advantages over SIR (Li, 1991) and CUME (Zhu et al., 2010).

Publication Title

Statistics and Probability Letters

Recommended Citation

Artemiou, A., & Tian, L. (2015). Using sliced inverse mean difference for sufficient dimension reduction. Statistics and Probability Letters, 106, 184-190. http://doi.org/10.1016/j.spl.2015.07.025
Retrieved from: https://digitalcommons.mtu.edu/michigantech-p/7119