Invariance properties of Sliced Inverse Regression
type: Dataset
description: In this paper we consider a semiparametric regression model involving a $p$-dimensional explanatory variable ${\mathbf{x}}$ and including a dimension reduction of ${\mathbf{x}}$ via an index $B'{\mathbf{x}}$. In this model, the main goal is to estimate $B$ and to predict the real response variable $Y$ conditionally to ${\mathbf{x}}$. A standard approach is based on sliced inverse regression (SIR). We exhibit some invariance properties of this method.
issued: 2026-05-12T00:27:52.384411
language: en
modified: 2026-05-12T00:27:52.384418
contact point: Organization
  fn: CCSD
keyword: infoeu-reposemanticspreprint
keyword: mathmath-stmathematics-mathstatistics-mathst
keyword: preprints-working-papers-
keyword: statthstatistics-statstatistics-theory-statth
landing page: https://hal.science/hal-00805491

Invariance properties of Sliced Inverse Regression
type: Distribution
format: HTML
issued: 2026-05-12T00:27:52.398735
modified: 2026-05-12T00:27:52.373802
access URL: https://hal.science/hal-00805491

test_moissonnage_selune
type: Agent