- Tytuł:
-
Asymptotic results for sliced inverse regression
Asymptotyczne rezultaty dla „sliced inverse regression” - Autorzy:
- Kötter, Thomas
- Powiązania:
- https://bibliotekanauki.pl/articles/904627.pdf
- Data publikacji:
- 1997
- Wydawca:
- Uniwersytet Łódzki. Wydawnictwo Uniwersytetu Łódzkiego
- Tematy:
-
dimension reduction
inverse regression
linear projections - Opis:
- It is well known that nonparametric regression techniques do not have good performance in high dimensional regression. However nonparametric regression is successful in one- or low-dimensional regression problems and is much more flexible than the parametric alternative. Hence, for high dimensional regression tasks one would like to reduce the regressor space to a lower dimension and then use nonparametric methods for curve estimation. A possible dimension reduction approach is Sliced Inverse Regression (L i 1991). It allows to find a base of a subspace in the regressor space which still carries important information for the regression. The vectors spanning this subspace are found with a technique similar to Principal Component Analysis and can be judged with the eigenvalues that belong to these vectors. Asymptotic and simulation results for the eigenvalues and vectors are presented.
- Źródło:
-
Acta Universitatis Lodziensis. Folia Oeconomica; 1997, 141
0208-6018
2353-7663 - Pojawia się w:
- Acta Universitatis Lodziensis. Folia Oeconomica
- Dostawca treści:
- Biblioteka Nauki
Artykuł