TY - JOUR
T1 - A note on cumulative mean estimation
AU - Zeng, Bilin
AU - Yu, Zhou
AU - Wen, Xuerong Meggie
N1 - Publisher Copyright:
© 2014 Elsevier B.V.
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 -