A review on Sliced Inverse Regression

Kevin B. Li (1)

1 BJTU - Beijing Jiaotong University

In this paper, we consider a semiparametric regression model involving a $p$-dimensional explanatory variable ${\mathbf{x}}$ and including a dimension reduction of ${\mathbf{x}}$ via an index $B'{\mathbf{x}}$. In this model, the main goal is to estimate $B$ and to predict the real response variable $Y$ conditionally to ${\mathbf{x}}$. We review some standard approaches based on sliced inverse regression (SIR).

Domaines: Statistiques [math.ST]; Théorie [stat.TH]

Kevin B. Li. A review on Sliced Inverse Regression. 2013. ⟨hal-00803698v3⟩