The sliced inverse regression algorithm as a maximum likelihood procedure

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. © 2009 Elsevier B.V. All rights reserved.

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Autores principales: Szretter, M.E., Yohai, V.J.
Formato: JOUR
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Acceso en línea:http://hdl.handle.net/20.500.12110/paper_03783758_v139_n10_p3570_Szretter
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spelling todo:paper_03783758_v139_n10_p3570_Szretter2023-10-03T15:32:16Z The sliced inverse regression algorithm as a maximum likelihood procedure Szretter, M.E. Yohai, V.J. Central mean subspace Maximum likelihood estimates Sliced inverse regression 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. © 2009 Elsevier B.V. All rights reserved. JOUR info:eu-repo/semantics/openAccess http://creativecommons.org/licenses/by/2.5/ar http://hdl.handle.net/20.500.12110/paper_03783758_v139_n10_p3570_Szretter
institution Universidad de Buenos Aires
institution_str I-28
repository_str R-134
collection Biblioteca Digital - Facultad de Ciencias Exactas y Naturales (UBA)
topic Central mean subspace
Maximum likelihood estimates
Sliced inverse regression
spellingShingle Central mean subspace
Maximum likelihood estimates
Sliced inverse regression
Szretter, M.E.
Yohai, V.J.
The sliced inverse regression algorithm as a maximum likelihood procedure
topic_facet Central mean subspace
Maximum likelihood estimates
Sliced inverse regression
description 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. © 2009 Elsevier B.V. All rights reserved.
format JOUR
author Szretter, M.E.
Yohai, V.J.
author_facet Szretter, M.E.
Yohai, V.J.
author_sort Szretter, M.E.
title The sliced inverse regression algorithm as a maximum likelihood procedure
title_short The sliced inverse regression algorithm as a maximum likelihood procedure
title_full The sliced inverse regression algorithm as a maximum likelihood procedure
title_fullStr The sliced inverse regression algorithm as a maximum likelihood procedure
title_full_unstemmed The sliced inverse regression algorithm as a maximum likelihood procedure
title_sort sliced inverse regression algorithm as a maximum likelihood procedure
url http://hdl.handle.net/20.500.12110/paper_03783758_v139_n10_p3570_Szretter
work_keys_str_mv AT szretterme theslicedinverseregressionalgorithmasamaximumlikelihoodprocedure
AT yohaivj theslicedinverseregressionalgorithmasamaximumlikelihoodprocedure
AT szretterme slicedinverseregressionalgorithmasamaximumlikelihoodprocedure
AT yohaivj slicedinverseregressionalgorithmasamaximumlikelihoodprocedure
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