Title

Using sliced inverse mean difference for sufficient dimension reduction

Document Type

Article

Publication Date

11-15-2015

Abstract

© 2015 Elsevier B.V. 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

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