RUS  ENG
Full version
SEMINARS

Principle Seminar of the Department of Probability Theory, Moscow State University
September 24, 2008 16:45, Moscow, MSU, auditorium 16-24


An improvement method of sliced inverse regression using principal component analysis

T. Akita

Hiroshima University

Abstract: We suggest an improvement method of sliced inverse regression (SIR) which is called gPCA-SIR h. The idea of the method is re-separating the group of the data, which is separated in some slices of the response variable, by using principal components. We also compare SIR with PCA-SIR by simulation, and prove the convergence of estimator.


© Steklov Math. Inst. of RAS, 2024