A Note on Sliced Inverse Regression with Regularizations - Inria - Institut national de recherche en sciences et technologies du numérique Access content directly
Journal Articles Biometrics Year : 2008

A Note on Sliced Inverse Regression with Regularizations

Abstract

In "Li, L. and Yin, X. (2007). Sliced Inverse Regression with Regularizations., Biometrics, 64(1), 124-131" a ridge SIR estimator is introduced as the solution of a minimization problem and computed thanks to an alternating least-squares algorithm. This methodology reveals good performance in practice. In this note, we focus on the theoretical properties of the estimator. Is it shown that the minimization problem is degenerated in the sense that only two situations can occur: Either the ridge SIR estimator does not exist or it is zero.
Fichier principal
Vignette du fichier
liyin3.pdf (108.41 Ko) Télécharger le fichier
Origin : Files produced by the author(s)
Loading...

Dates and versions

inria-00180496 , version 1 (19-10-2007)
inria-00180496 , version 2 (23-04-2013)

Identifiers

Cite

Caroline Bernard-Michel, Laurent Gardes, Stéphane Girard. A Note on Sliced Inverse Regression with Regularizations. Biometrics, 2008, 64 (3), pp.982-986. ⟨10.1111/j.1541-0420.2008.01080.x⟩. ⟨inria-00180496v2⟩
200 View
296 Download

Altmetric

Share

Gmail Facebook X LinkedIn More