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

Dong, Yuexiao, Soale, Abdul-Nasah, Power, Michael D.

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.

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