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Sliced inverse median difference regression. (English) Zbl 1458.62139
Summary: In this paper we propose a sufficient dimension reduction algorithm based on the difference of inverse medians. The classic methodology based on inverse means in each slice was recently extended, by using inverse medians, to robustify existing methodology at the presence of outliers. Our effort is focused on using differences between inverse medians in pairs of slices. We demonstrate that our method outperforms existing methods at the presence of outliers. We also propose a second algorithm which is not affected by the ordering of slices when the response variable is categorical with no underlying ordering of its values.
62G08 Nonparametric regression and quantile regression
62H12 Estimation in multivariate analysis
62G35 Nonparametric robustness
robustbase; UCI-ml
Full Text: DOI
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