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Cumulative median estimation for sufficient dimension reduction

Babos, Stephen and Artemiou, Andreas 2021. Cumulative median estimation for sufficient dimension reduction. Stats 4 (1) , pp. 138-145. 10.3390/stats4010011

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Abstract

In this paper we present the Cumulative Median Estimation (CUMed) algorithm for robust sufficient dimension reduction. Compared with non-robust competitors, this algorithm performs better when there are outliers present in the data and comparably when outliers are not present. This is demonstrated in simulated and real data experiments.

Item Type: Article
Date Type: Publication
Status: Published
Schools: Mathematics
Subjects: Q Science > QA Mathematics
Additional Information: This article is an open access article distributed under the terms and conditions of the Creative Commons Attribution (CC BY) license (https:// creativecommons.org/licenses/by/ 4.0/).
Publisher: MDPI
ISSN: 2571-905X
Date of First Compliant Deposit: 19 February 2021
Date of Acceptance: 14 February 2021
Last Modified: 01 Apr 2021 13:22
URI: http://orca.cf.ac.uk/id/eprint/138598

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