Predictive power of principal components for single-index model and sufficient dimension reduction

DOI10.1016/j.jmva.2013.04.015zbMath1359.62219OpenAlexW2044465381MaRDI QIDQ391676

Andreas Artemiou, Bing Li

Publication date: 10 January 2014

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2013.04.015

zbMATH Keywords

principal component analysisrotation invariancesufficient dimension reductionsingle-index modelpermutation invariance

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Multivariate analysis (62H99) Factor analysis and principal components; correspondence analysis (62H25)

Related Items (4)

Revisiting the predictive power of kernel principal components ⋮ On the predictive potential of kernel principal components ⋮ On principal components regression with Hilbertian predictors ⋮ A slice of multivariate dimension reduction

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