Supervised invariant coordinate selection

DOI10.1080/02331888.2013.800067zbMath1326.62092OpenAlexW2055395775WikidataQ109772931 ScholiaQ109772931MaRDI QIDQ2934817

Klaus Nordhausen, Hannu Oja, Eero Liski

Publication date: 22 December 2014

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331888.2013.800067

zbMATH Keywords

independent component analysisdimension reductionsliced inverse regressionscatter matrix

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Factor analysis and principal components; correspondence analysis (62H25) Measures of association (correlation, canonical correlation, etc.) (62H20)

Related Items

Some theoretical properties of two kurtosis matrices, with application to invariant coordinate selection, Sliced average variance estimation for multivariate time series, On the usage of joint diagonalization in multivariate statistics, Combining Linear Dimension Reduction Subspaces

Uses Software

• R

Cites Work

• Invariant Co-Ordinate Selection
• Dimension estimation in sufficient dimension reduction: a unifying approach
• Characteristics of multivariate distributions and the invariant coordinate system
• A novel moment-based sufficient dimension reduction approach in multivariate regression
• On kernel method for sliced average variance estimation
• On Directional Regression for Dimension Reduction
• Theory & Methods: Special Invited Paper: Dimension Reduction and Visualization in Discriminant Analysis (with discussion)
• Comment