Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1148262 | Journal of Statistical Planning and Inference | 2009 | 9 Pages |
Abstract
It is shown that the sliced inverse regression procedure proposed by Li corresponds to the maximum likelihood estimate where the observations in each slice are samples of multivariate normal distributions with means in an affine manifold.
Related Topics
Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
MarÃa Eugenia Szretter, VÃctor Jaime Yohai,