Babos, Stephen and Artemiou, Andreas
2020.
Sliced inverse median difference regression.
Statistical Methods and Applications
29
, pp. 937-954.
10.1007/s10260-020-00509-7
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Abstract
In this paper we propose a suffcient dimension reduction algorithm based on the difference of inverse medians. The classic methodology based on inverse means in each slice was recently extended, by using inverse medians, to robustify existing methodology at the presence of outliers. Our effort is focused on using differences between inverse medians in pairs of slices. We demonstrate that our method outperforms existing methods at the presence of outliers. We also propose a second algorithm which is not affected by the ordering of slices when the response variable is categorical with no underlying ordering of its values
Item Type: | Article |
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Date Type: | Published Online |
Status: | Published |
Schools: | Mathematics |
Subjects: | Q Science > QA Mathematics |
Publisher: | Springer Verlag (Germany) |
ISSN: | 1618-2510 |
Date of First Compliant Deposit: | 23 January 2020 |
Date of Acceptance: | 18 January 2020 |
Last Modified: | 26 Nov 2020 14:54 |
URI: | http://orca.cf.ac.uk/id/eprint/128789 |
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