Classification Using Sliced Inverse Regression and Sliced Average Variance Estimation
نویسندگان
چکیده
منابع مشابه
Asymptotics for sliced average variance estimation
In this paper, we systematically study the consistency of sliced average variance estimation (SAVE). The findings reveal that when the response is continuous, the asymptotic behavior of SAVE is rather different from that of sliced inverse regression (SIR). SIR can achieve √ n consistency even when each slice contains only two data points. However, SAVE cannot be √ n consistent and it even turns...
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ژورنال
عنوان ژورنال: Communications for Statistical Applications and Methods
سال: 2004
ISSN: 2287-7843
DOI: 10.5351/ckss.2004.11.2.275