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|Title:||Nearest neighbor inverse regression|
|Keywords:||Central limit theorem|
Sliced inverse regression
|Citation:||Hsing, T. (1999-04). Nearest neighbor inverse regression. Annals of Statistics 27 (2) : 697-731. ScholarBank@NUS Repository.|
|Abstract:||Sliced inverse regression (SIR), formally introduced by Li, is a very general procedure for performing dimension reduction in nonparametric regression. This paper considers a version of SIR in which the "slices" are determined by nearest neighbors and the response variable takes value possibly in a multidimensional space. It is shown, under general conditions, that the "effective dimension reduction space" can be estimated with rate n-1/2 where n is the sample size.|
|Source Title:||Annals of Statistics|
|Appears in Collections:||Staff Publications|
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