Title of article :
The sliced inverse regression algorithm as a maximum likelihood procedure
Author/Authors :
Szretter، نويسنده , , Marيa Eugenia and Yohai، نويسنده , , Vيctor Jaime، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2009
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.
Keywords :
Sliced inverse regression , Maximum likelihood estimates , Central mean subspace
Journal title :
Journal of Statistical Planning and Inference
Journal title :
Journal of Statistical Planning and Inference
