Authors: Becker, Claudia
Gather, Ursula
Hilker, Torsten
Title: Robust Sliced Inverse Regression Procedures
Language (ISO): en
Abstract: Sliced Inverse Regression (SIR) is a promising technique for the purpose of dimension reduction. Several properties of this relatively new method have been examined already, but little attention has been paid to robustness aspects. We show that SIR is very sensitive towards outliers in the data. Therefore a generalized estimation procedure which allows for robustness properties, especially for a high breakdown point, is proposed.
Subject Headings: dimension reduction
high breakdown procedures
Issue Date: 1998
Provenance: Universitätsbibliothek Dortmund
Appears in Collections:Sonderforschungsbereich (SFB) 475

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