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On principal Hessian directions for multivariate response regressions

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  • Heng-Hui Lue

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    File URL: http://hdl.handle.net/10.1007/s00180-010-0192-6
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    Bibliographic Info

    Article provided by Springer in its journal Computational Statistics.

    Volume (Year): 25 (2010)
    Issue (Month): 4 (December)
    Pages: 619-632

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    Handle: RePEc:spr:compst:v:25:y:2010:i:4:p:619-632

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    Web page: http://www.springerlink.com/link.asp?id=120306

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    Related research

    Keywords: Canonical correlation; Central mean subspace; Dimension reduction; Multivariate response; Principal component analysis; Principal Hessian directions; Sliced inverse regression;

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    1. Cook R.D. & Setodji C.M., 2003. "A Model-Free Test for Reduced Rank in Multivariate Regression," Journal of the American Statistical Association, American Statistical Association, vol. 98, pages 340-351, January.
    2. Li, Bing & Wen, Songqiao & Zhu, Lixing, 2008. "On a Projective Resampling Method for Dimension Reduction With Multivariate Responses," Journal of the American Statistical Association, American Statistical Association, vol. 103(483), pages 1177-1186.
    3. Yingcun Xia & Howell Tong & W. K. Li & Li-Xing Zhu, 2002. "An adaptive estimation of dimension reduction space," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 64(3), pages 363-410.
    4. Li K-C. & Aragon Y. & Shedden K. & Thomas Agnan C., 2003. "Dimension Reduction for Multivariate Response Data," Journal of the American Statistical Association, American Statistical Association, vol. 98, pages 99-109, January.
    5. Cook, R. Dennis & Ni, Liqiang, 2005. "Sufficient Dimension Reduction via Inverse Regression: A Minimum Discrepancy Approach," Journal of the American Statistical Association, American Statistical Association, vol. 100, pages 410-428, June.
    6. Efstathia Bura & R. Dennis Cook, 2001. "Estimating the structural dimension of regressions via parametric inverse regression," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 63(2), pages 393-410.
    7. Eaton, Morris L., 1986. "A characterization of spherical distributions," Journal of Multivariate Analysis, Elsevier, vol. 20(2), pages 272-276, December.
    8. Jae Keun Yoo & R. Dennis Cook, 2007. "Optimal sufficient dimension reduction for the conditional mean in multivariate regression," Biometrika, Biometrika Trust, vol. 94(1), pages 231-242.
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