Abstract
An effective data-analytic tool, sliced inverse regression(SIR), for the analysis of multivariate data was developed by Li (Technical Report, Department of Mathematics, UCLA, 1989) and Duan and Li (J. Amer. Statist. Assoc. 86 (1991) 316). It is a method for dimension reduction. Let ( Y, X) be a ( p+1)-dimensional random vector, with Y∈ R 1 and X∈ R p . Let Λ = E{ Cov(X|Y)} . Since it is necessary for an estimate of Λ in the implementation of SIR, Li (1991) considered two-sliced estimate, Hsing and Carroll (Ann. Statist. Assoc. 20 (1992) 1042) derived the asymptotic properties for the estimate and Zhu and Ng (Statist. Sinica. 5 (1995) 727) discussed fixed-number-sliced estimate. In this paper, quasi-residuals-based estimate for Λ is proposed and asymptotic properties obtained. Sample properties are investigated in a simulation study.
Sign-in/Register to access full text options 
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callDisclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
