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arXiv · 2202.00876

A selective review of sufficient dimension reduction for multivariate response regression

Yuexiao Dong·Abdul-Nasah Soale·Michael D. Power
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Abstract

We review sufficient dimension reduction (SDR) estimators with multivariate response in this paper. A wide range of SDR methods are characterized as inverse regression SDR estimators or forward regression SDR estimators. The inverse regression family include pooled marginal estimators, projective resampling estimators, and distance-based estimators. Ordinary least squares, partial least squares, and semiparametric SDR estimators, on the other hand, are discussed as estimators from the forward regression family.

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Yuexiao Dong, Abdul-Nasah Soale, Michael D. Power. 2022-02-02. A selective review of sufficient dimension reduction for multivariate response regression. https://arxiv.org/abs/2202.00876

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