Robust Sliced Inverse Regression Procedures
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Date
1998
Journal Title
Journal ISSN
Volume Title
Publisher
Universitätsbibliothek Dortmund
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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.
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Keywords
dimension reduction, high breakdown procedures, outliers