Sliced inverse median difference regression

Babos, Stephen and Artemiou, Andreas 2020. Sliced inverse median difference regression. Statistical Methods and Applications 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
Date Type:	Published Online
Status:	In Press
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:	30 Jan 2020 12:14
URI:	http://orca.cf.ac.uk/id/eprint/128789

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