A note on cumulative mean estimation

Bilin Zeng; Zhou Yu; Xuerong Meggie Wen

doi:10.1016/j.spl.2014.09.014

A note on cumulative mean estimation

Bilin Zeng
, Zhou Yu^*
, Xuerong Meggie Wen

^*Corresponding author for this work

School of Statistics

Research output: Contribution to journal › Article › peer-review

Abstract

We revisit cumulative slicing estimation (CUME; Zhu et al., 2010) from a different perspective to gain more insights, then refine its performance by incorporating the intra-slice covariances. We also prove that our new method, under some conditions, is more comprehensive than CUME.

Original language	English
Pages (from-to)	322-327
Number of pages	6
Journal	Statistics and Probability Letters
Volume	96
DOIs	https://doi.org/10.1016/j.spl.2014.09.014
State	Published - 1 Jan 2015

Keywords

Cumulative slicing estimation
Dimension reduction
Ensemble estimator approach
Intraslice covariance estimation
Sliced inverse regression

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10.1016/j.spl.2014.09.014

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@article{5677c4821a454766b08d2c6b63efd581,

title = "A note on cumulative mean estimation",

abstract = "We revisit cumulative slicing estimation (CUME; Zhu et al., 2010) from a different perspective to gain more insights, then refine its performance by incorporating the intra-slice covariances. We also prove that our new method, under some conditions, is more comprehensive than CUME.",

keywords = "Cumulative slicing estimation, Dimension reduction, Ensemble estimator approach, Intraslice covariance estimation, Sliced inverse regression",

author = "Bilin Zeng and Zhou Yu and Wen, \{Xuerong Meggie\}",

note = "Publisher Copyright: {\textcopyright} 2014 Elsevier B.V.",

year = "2015",

month = jan,

day = "1",

doi = "10.1016/j.spl.2014.09.014",

language = "英语",

volume = "96",

pages = "322--327",

journal = "Statistics and Probability Letters",

issn = "0167-7152",

publisher = "Elsevier B.V.",

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T1 - A note on cumulative mean estimation

AU - Zeng, Bilin

AU - Yu, Zhou

AU - Wen, Xuerong Meggie

PY - 2015/1/1

Y1 - 2015/1/1

N2 - We revisit cumulative slicing estimation (CUME; Zhu et al., 2010) from a different perspective to gain more insights, then refine its performance by incorporating the intra-slice covariances. We also prove that our new method, under some conditions, is more comprehensive than CUME.

AB - We revisit cumulative slicing estimation (CUME; Zhu et al., 2010) from a different perspective to gain more insights, then refine its performance by incorporating the intra-slice covariances. We also prove that our new method, under some conditions, is more comprehensive than CUME.

KW - Cumulative slicing estimation

KW - Dimension reduction

KW - Ensemble estimator approach

KW - Intraslice covariance estimation

KW - Sliced inverse regression

UR - https://www.scopus.com/pages/publications/84909978900

U2 - 10.1016/j.spl.2014.09.014

DO - 10.1016/j.spl.2014.09.014

M3 - 文章

AN - SCOPUS:84909978900

SN - 0167-7152

VL - 96

SP - 322

EP - 327

JO - Statistics and Probability Letters

JF - Statistics and Probability Letters

ER -

A note on cumulative mean estimation

Abstract

Keywords

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