A Note on Sliced Inverse Regression with Regularizations
نویسندگان
چکیده
منابع مشابه
A note on sliced inverse regression with regularizations.
In Li and Yin (2008, Biometrics 64, 124-131), a ridge SIR estimator is introduced as the solution of a minimization problem and computed thanks to an alternating least-squares algorithm. This methodology reveals good performance in practice. In this note, we focus on the theoretical properties of the estimator. It is shown that the minimization problem is degenerated in the sense that only two ...
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ژورنال
عنوان ژورنال: Biometrics
سال: 2008
ISSN: 0006-341X,1541-0420
DOI: 10.1111/j.1541-0420.2008.01080.x