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The asymptotics of estimate of the projection directions concerning sliced inverse regression. (English) Zbl 0858.62049
Summary: For inspecting the interesting structure of high-dimensional data, K. C. Li [Sightseeing with SIR: a transformation-based projection pursuit method. Tech. Rep., Dept. Math., Univ. California/Los Angeles (1990)] suggested a transformation method based on projection pursuit techniques. Here, convergent estimators of the interesting directions and the projection index based on inverse regression are obtained.
MSC:
62H99Multivariate analysis