Ontology highlight
ABSTRACT:
SUBMITTER: Lin Q
PROVIDER: S-EPMC7500493 | biostudies-literature | 2019
REPOSITORIES: biostudies-literature
Lin Qian Q Zhao Zhigen Z Liu Jun S JS
Journal of the American Statistical Association 20190309 528
For multiple index models, it has recently been shown that the sliced inverse regression (SIR) is consistent for estimating the sufficient dimension reduction (SDR) space if and only if ρ=limpn=0 , where <i>p</i> is the dimension and <i>n</i> is the sample size. Thus, when <i>p</i> is of the same or a higher order of <i>n</i>, additional assumptions such as sparsity must be imposed in order to ensure consistency for SIR. By constructing artificial response variables made up from top eigenvectors ...[more]