Sliced regression for dimension reduction

Journal of the American Statistical Association

Volumn 103, Issue 482, 2008, Pages 811-821

  Wang, Hansheng ^a   Xia, Yingcun ^b  

^a Peking University   (China)

^b NATIONAL UNIVERSITY OF SINGAPORE   (Singapore)

Author keywords

Cross validation; Earnings forecast; Minimum average variance estimation; Sliced inverse regression; Sufficient dimension reduction

Indexed keywords

EID: 49549101089     PISSN: 01621459     EISSN: None     Source Type: Journal    
DOI: 10.1198/016214508000000418     Document Type: Article

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