A quasi-residuals method in sliced inverse regression
文献类型：期刊论文
| 作者 | Tian, MZ; Li, GY |
| 刊名 | STATISTICS & PROBABILITY LETTERS
 |
| 出版日期 | 2004-01-15 |
| 卷号 | 66期号:2页码:205-212 |
| 关键词 | quasi-residuals sliced inverse regression order statistics concomitant |
| ISSN号 | 0167-7152 |
| DOI | 10.1016/j.spl.2003.09.007 |
| 英文摘要 | An effective data analytic tool, sliced inverse regression(SIR), for the analysis of multivariate data was developed by Li (Technic Report, Department of Mathematics, UCLA, 1989) and Duan and Li (J. Amer. Statist. Assoc. 86 (1991) 316). It is a method for dimension reduction. Let (Y,X) be a (p + 1)-dimensional random vector, with Y is an element of R-1 and X is an element of R-P. Let Lambda = E{Cov(X/Y)}. Since it is necessary for an estimate of Lambda in the implementation of SIR, Li (1991) considered two-sliced estimate, Hsing and Carroll (Ann. Statist. Assoc. 20 (11992) 1042) derived the asymptotic properties for the estimate and Zhu and Ng (Statist. Sinica. 5 (1995) 727) discussed fixed number-sliced estimate. In this paper, quasi-residuals-based estimate for Lambda is proposed and asymptotic properties obtained. Sample properties are investigated in a simulation study. (C) 2003 Elsevier B.V. All rights reserved. |
| WOS研究方向 | Mathematics |
| 语种 | 英语 |
| WOS记录号 | WOS:000188229800013 |
| 出版者 | ELSEVIER SCIENCE BV |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/19669]  |
| 专题 | 中国科学院数学与系统科学研究院 |
| 通讯作者 | Tian, MZ |
| 作者单位 | Chinese Acad Sci, Acad Math & Syst Sci, Beijing 100080, Peoples R China |
| 推荐引用方式 GB/T 7714 | Tian, MZ,Li, GY. A quasi-residuals method in sliced inverse regression[J]. STATISTICS & PROBABILITY LETTERS,2004,66(2):205-212. |
| APA | Tian, MZ,&Li, GY.(2004).A quasi-residuals method in sliced inverse regression.STATISTICS & PROBABILITY LETTERS,66(2),205-212. |
| MLA | Tian, MZ,et al."A quasi-residuals method in sliced inverse regression".STATISTICS & PROBABILITY LETTERS 66.2(2004):205-212. |
入库方式： OAI收割
来源：数学与系统科学研究院
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