论文标题
对多变量响应回归的足够尺寸的选择性审查
A selective review of sufficient dimension reduction for multivariate response regression
论文作者
论文摘要
我们在本文中回顾了具有多变量响应的足够尺寸(SDR)估计器。广泛的SDR方法被表征为反回归SDR估计器或正向回归SDR估计器。反回归家族包括汇总的边际估计器,投影重新采样估计器和基于距离的估计器。另一方面,讨论了普通的最小二乘,部分最小二乘和半参数SDR估计量作为前向回归家族的估计器。
We review sufficient dimension reduction (SDR) estimators with multivariate response in this paper. A wide range of SDR methods are characterized as inverse regression SDR estimators or forward regression SDR estimators. The inverse regression family include pooled marginal estimators, projective resampling estimators, and distance-based estimators. Ordinary least squares, partial least squares, and semiparametric SDR estimators, on the other hand, are discussed as estimators from the forward regression family.