Optimal quantization applied to Sliced Inverse Regression
Langue
en
Article de revue
Ce document a été publié dans
Journal of Statistical Planning and Inference. 2012-02-01, vol. 142, n° 2, p. 481-492
Elsevier
Résumé en anglais
Abstract: In this paper we consider a semiparametric regression model involving a $d$-dimensional quantitative explanatory variable $X$ and including a dimension reduction of $X$ via an index $\beta'X$. In this model, the ...Lire la suite >
Mots clés en italien
Optimal quantization
Semiparametric regression model
Sliced Inverse Regression (SIR)
Reduction dimension