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On a new class of sufficient dimension reduction estimators

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  • Dong, Yuexiao
  • Zhang, Yongxu

Abstract

OLS and SIR are two popular sufficient dimension reduction estimators. OLS can recover at most one direction, and SIR shares this limitation when the response is binary. To address such limitation, we propose slicing-assisted OLS and slicing-assisted SIR.

Suggested Citation

  • Dong, Yuexiao & Zhang, Yongxu, 2018. "On a new class of sufficient dimension reduction estimators," Statistics & Probability Letters, Elsevier, vol. 139(C), pages 90-94.
    • Handle: RePEc:eee:stapro:v:139:y:2018:i:c:p:90-94
    DOI: 10.1016/j.spl.2018.03.019
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    References listed on IDEAS

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    1. Yin, Xiangrong & Li, Bing & Cook, R. Dennis, 2008. "Successive direction extraction for estimating the central subspace in a multiple-index regression," Journal of Multivariate Analysis, Elsevier, vol. 99(8), pages 1733-1757, September.
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