{"title":"Sliced inverse regression via natural canonical thresholding","authors":"Nadia Asrir, Abdallah Mkhadri","doi":"10.1080/03610926.2024.2360659","DOIUrl":null,"url":null,"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...","PeriodicalId":0,"journal":{"name":"","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2024-07-03","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"","FirstCategoryId":"100","ListUrlMain":"https://doi.org/10.1080/03610926.2024.2360659","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
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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