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Fused sliced average variance estimation

Title
Fused sliced average variance estimation
Authors
An H.Won S.Yoo J.K.
Ewha Authors
유재근
SCOPUS Author ID
유재근scopus
Issue Date
2017
Journal Title
Journal of the Korean Statistical Society
ISSN
1226-3192JCR Link
Citation
vol. 46, no. 4, pp. 623 - 628
Keywords
FusingInverse regressionSliced average variance estimationSufficient dimension reduction
Publisher
Korean Statistical Society
Indexed
SCIE; SCOPUS; KCI WOS scopus
Abstract
In this paper, we propose an approach to combine the kernel matrices constructed by sliced average variance estimation (SAVE) with various numbers of slices. The proposed approach is called fused sliced average variance estimation (FSAVE). By fusing the information by usual SAVE applications with different slice numbers, the sensitivity to slices can be reduced, so the structural dimension estimation can be improved. Numerical studies confirm this, and a real data analysis is presented. © 2017 The Korean Statistical Society
DOI
10.1016/j.jkss.2017.06.003
Appears in Collections:
자연과학대학 > 통계학전공 > Journal papers
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