CONTOUR PROJECTED DIMENSION REDUCTION

In regression analysis, we employ contour projection (CP) to develop a new dimension reduction theory. Accordingly, we introduce the notions of the central contour subspace and generalized contour subspace. We show that both of their structural dimensions are no larger than that of the central subsp...

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Veröffentlicht in:	The Annals of statistics 2009-12, Vol.37 (6B), p.3743-3778
Hauptverfasser:	Luo, Ronghua, Wang, Hansheng, Tsai, Chih-Ling
Format:	Artikel
Sprache:	eng
Schlagworte:	62G08 62G20 62G35 Applications central contour subspace Central subspace contour projection Degrees of freedom Dimensionality reduction directional regression Distribution theory Eigenvalues Estimate reliability Estimating techniques Estimation methods Estimators Exact sciences and technology General topics generalized contour subspace Insurance, economics, finance kernel contour subspace Linear inference, regression Linear regression Mathematics Probability and statistics Regression analysis Sciences and techniques of general use sliced average variance estimation sliced inverse regression sqrt{n}-consistency Statistical variance Statistics Stock markets Studies sufficient contour subspace Surface contours
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