General directional regression

doi:10.1016/j.jmva.2013.10.016

CORC > 上海财经大学 > 上海财经大学

	General directional regression
	Yu, Zhou 1; Dong, Yuexiao 2; Huang, Mian 3,4
刊名	JOURNAL OF MULTIVARIATE ANALYSIS
	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.