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 outliers |
URI: | http://hdl.handle.net/2003/4840 http://dx.doi.org/10.17877/DE290R-5417 |
Issue Date: | 1998 |
Provenance: | Universitätsbibliothek Dortmund |
Appears in Collections: | Sonderforschungsbereich (SFB) 475 |
Files in This Item:
File | Description | Size | Format | |
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98_22.pdf | DNB | 296.02 kB | Adobe PDF | View/Open |
tr22-98.ps | 1.34 MB | Postscript | View/Open |
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