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An Empirical Process View of Inverse Regression

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  • François Portier

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  • François Portier, 2016. "An Empirical Process View of Inverse Regression," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 43(3), pages 827-844, September.
    • Handle: RePEc:bla:scjsta:v:43:y:2016:i:3:p:827-844
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    File URL: http://hdl.handle.net/10.1111/sjos.12209
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    References listed on IDEAS

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    1. Bentler, Peter M. & Xie, Jun, 2000. "Corrections to test statistics in principal Hessian directions," Statistics & Probability Letters, Elsevier, vol. 47(4), pages 381-389, May.
    2. Bura, E. & Yang, J., 2011. "Dimension estimation in sufficient dimension reduction: A unifying approach," Journal of Multivariate Analysis, Elsevier, vol. 102(1), pages 130-142, January.
    3. Portier, François & Delyon, Bernard, 2013. "Optimal transformation: A new approach for covering the central subspace," Journal of Multivariate Analysis, Elsevier, vol. 115(C), pages 84-107.
    4. Li, Bing & Wang, Shaoli, 2007. "On Directional Regression for Dimension Reduction," Journal of the American Statistical Association, American Statistical Association, vol. 102, pages 997-1008, September.
    5. Xiangrong Yin & R. Dennis Cook, 2002. "Dimension reduction for the conditional kth moment in regression," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 64(2), pages 159-175, May.
    6. 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.
    7. Zhu, Li-Ping & Zhu, Li-Xing & Feng, Zheng-Hui, 2010. "Dimension Reduction in Regressions Through Cumulative Slicing Estimation," Journal of the American Statistical Association, American Statistical Association, vol. 105(492), pages 1455-1466.
    8. François Portier & Bernard Delyon, 2014. "Bootstrap Testing of the Rank of a Matrix via Least-Squared Constrained Estimation," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 109(505), pages 160-172, March.
    9. Barrios, M. Pilar & Velilla, Santiago, 2007. "A bootstrap method for assessing the dimension of a general regression problem," Statistics & Probability Letters, Elsevier, vol. 77(3), pages 247-255, February.
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