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On the extension of sliced average variance estimation to multivariate regression

Title
On the extension of sliced average variance estimation to multivariate regression
Authors
Yoo J.K.Lee K.Wu S.
Ewha Authors
유재근
SCOPUS Author ID
유재근scopus
Issue Date
2010
Journal Title
Statistical Methods and Applications
ISSN
1618-2510JCR Link
Citation
vol. 19, no. 4, pp. 529 - 540
Indexed
SCIE; SCOPUS WOS scopus
Abstract
Many sufficient dimension reduction methods for univariate regression have been extended to multivariate regression. Sliced average variance estimation (SAVE) has the potential to recover more reductive information and recent development enables us to test the dimension and predictor effects with distributions commonly used in the literature. In this paper, we aim to extend the functionality of the SAVE to multivariate regression. Toward the goal, we propose three new methods. Numerical studies and real data analysis demonstrate that the proposed methods perform well. © 2010 Springer-Verlag.
DOI
10.1007/s10260-010-0145-9
Appears in Collections:
자연과학대학 > 통계학전공 > Journal papers
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