ISIR: Independent Sliced Inverse Regression
Résumé
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 ${\mathbf{x}}$. A standard approach is based on sliced inverse regression (SIR). We propose a new version of this method: the independent sliced inverse regression.
Origine : Fichiers produits par l'(les) auteur(s)
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