Consistent estimation of the dimensionality in sliced inverse regression

DOI10.1007/s10463-006-0106-0zbMath1332.62236OpenAlexW2146064967MaRDI QIDQ1019450

Guy Martial Nkiet

Publication date: 2 June 2009

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10463-006-0106-0

zbMATH Keywords

estimationconsistencydimensionalitysliced inverse regression

Mathematics Subject Classification ID

Multivariate analysis (62H99) Estimation in multivariate analysis (62H12)

Related Items (5)

Recursive kernel estimator in a semiparametric regression model ⋮ A new sliced inverse regression method for multivariate response ⋮ Wavelet-based estimation in a semiparametric regression model ⋮ Strong consistency of kernel method for sliced average variance estimation ⋮ Strong consistency of kernel estimator in a semiparametric regression model

Cites Work

• Asymptotic inference for eigenvectors
• On Wielandt's inequality and its application to the asymptotic distribution of the eigenvalues of a random symmetric matrix
• Tensor products and statistics
• On estimation of the dimensionality in linear canonical analysis
• Determining the Dimension in Sliced Inverse Regression and Related Methods
• Sliced Inverse Regression for Dimension Reduction
• An asymptotic theory for sliced inverse regression
• Determining the Dimensionality in Sliced Inverse Regression
• Functional sliced inverse regression analysis
• Extending Sliced Inverse Regression
• Assessing the Number of Linear Components in a General Regression Problem
• Assessing Corrections to the Weighted Chi-Squared Test for Dimension

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