Sliced inverse regression via natural canonical thresholding

IF 0.6 4区数学 Q4 STATISTICS & PROBABILITY

Communications in Statistics - Theory and Methods Pub Date : 2024-07-03 DOI:10.1080/03610926.2024.2360659

Nadia Asrir, Abdallah Mkhadri

引用次数: 0

Abstract

In a moderate or high-dimensional framework, the sliced inverse regression (SIR) method requires the inversion of the empirical covariance matrix which yields numerical problems in estimating the c...

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通过自然典型阈值进行切片反回归

在中维或高维框架中，切片反回归（SIR）方法需要对经验协方差矩阵进行反演，从而在估计协方差矩阵时产生数值问题。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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来源期刊

Communications in Statistics - Theory and Methods 数学-统计学与概率论

CiteScore

2.00

自引率

12.50%

发文量

320

审稿时长

7.5 months

期刊介绍： The Theory and Methods series intends to publish papers that make theoretical and methodological advances in Probability and Statistics. New applications of statistical and probabilistic methods will also be considered for publication. In addition, special issues dedicated to a specific topic of current interest will also be published in this series periodically, providing an exhaustive and up-to-date review of that topic to the readership.