General directional regression | |
Yu, Zhou1; Dong, Yuexiao2; Huang, Mian3,4 | |
刊名 | JOURNAL OF MULTIVARIATE ANALYSIS
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2014-02 | |
卷号 | 124页码:94-104 |
关键词 | General empirical directions Nonlinear dimension reduction Permutation test Sliced inverse regression Sliced average variance estimation |
ISSN号 | 0047-259X |
DOI | 10.1016/j.jmva.2013.10.016 |
英文摘要 | Directional regression is an effective sufficient dimen sion reduction method which implicitly synthesizes the first two conditional moments. In this paper, we extend directional regression to a general family of estimators via the notion of general empirical directions. Data-driven method is used to identify the optimal estimator within this family. Based on the proposed general directional regression estimators, we develop a new methodology for nonlinear dimension reduction. Improvement of general directional regression over classical directional regression is demonstrated via simulation studies and an empirical study with the wine recognition data. (C) 2013 Elsevier Inc. All rights reserved. |
WOS研究方向 | Mathematics |
语种 | 英语 |
出版者 | ELSEVIER INC |
WOS记录号 | WOS:000330599800008 |
内容类型 | 期刊论文 |
源URL | [http://10.2.47.112/handle/2XS4QKH4/1816] ![]() |
专题 | 上海财经大学 |
通讯作者 | Dong, Yuexiao |
作者单位 | 1.E China Normal Univ, Sch Finance & Stat, Shanghai 200241, Peoples R China; 2.Temple Univ, Dept Stat, Philadelphia, PA 19122 USA; 3.Shanghai Univ Finance & Econ, Sch Stat & Management, Shanghai 200433, Peoples R China; 4.Minist Educ, Key Lab Math Econ SUFE, Shanghai 200433, Peoples R China |
推荐引用方式 GB/T 7714 | Yu, Zhou,Dong, Yuexiao,Huang, Mian. General directional regression[J]. JOURNAL OF MULTIVARIATE ANALYSIS,2014,124:94-104. |
APA | Yu, Zhou,Dong, Yuexiao,&Huang, Mian.(2014).General directional regression.JOURNAL OF MULTIVARIATE ANALYSIS,124,94-104. |
MLA | Yu, Zhou,et al."General directional regression".JOURNAL OF MULTIVARIATE ANALYSIS 124(2014):94-104. |
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