Sufficient Dimension Reduction via Inverse Regression

1 June 2005

journal article
Published by Taylor & Francis in Journal of the American Statistical Association

Vol. 100 (470) , 410-428
https://doi.org/10.1198/016214504000001501

Abstract

A family of dimension-reduction methods, the inverse regression (IR) family, is developed by minimizing a quadratic objective function. An optimal member of this family, the inverse regression esti...

Keywords

INVERSE REGRESSION ESTIMATOR
SLICED AVERAGE VARIANCE ESTIMATION
SLICED INVERSE REGRESSION
SUFFICIENT DIMENSION REDUCTION