Authors: Becker, Claudia
Gather, Ursula
Title: A note on the choice of the number of slices in sliced inverse regression
Language (ISO): en
Abstract: Sliced inverse regression (SIR) is a clever technique for reducing the dimension of the predictor in regression problems, thus avoiding the curse of dimensionality. There exist many contributions on various aspects of the performance of SIR. Up to now, few attention has been paid to the problem of choosing the number of slices within the SIR procedure appropriately. The aim of this paper is to show that especially the estimation of the reduced dimension can be strongly influenced by the chosen number of slices. 2000 Mathematics Subject Classification: 62H12
Subject Headings: Dimension reduction
Estimation of dimension
Issue Date: 2007-05-25T11:48:16Z
Appears in Collections:Sonderforschungsbereich (SFB) 475

Files in This Item:
File Description SizeFormat 
tr11-07.pdfDNB246.18 kBAdobe PDFView/Open

This item is protected by original copyright

All resources in the repository are protected by copyright.