Sufficient dimension reduction and graphics in regression

被引:21
作者
Chiaromonte, F
Cook, RD
机构
[1] Penn State Univ, Dept Stat, University Pk, PA 16802 USA
[2] Univ Minnesota, Sch Stat, Dept Appl Stat, St Paul, MN 55108 USA
关键词
sufficient dimension reduction; graphical displays; regression analysis;
D O I
10.1023/A:1022411301790
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
In this article, we review, consolidate and extend a theory for sufficient dimension reduction in regression settings. This theory provides a powerful context for the construction, characterization and interpretation of low-dimensional displays of the data, and allows us to turn graphics into a consistent and theoretically motivated methodological body. In this spirit, we propose an iterative graphical procedure for estimating the meta-parameter which lies at the core of sufficient dimension reduction; namely, the central dimension-reduction subspace.
引用
收藏
页码:768 / 795
页数:28
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