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Advance of the sufficient dimension reduction

Advanced Review

Weiqiang Hang, Yingcun Xia

Published Online: Jun 03 2020

DOI: 10.1002/wics.1516

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Abstract The sufficient dimension reduction of Li has been seen a steady development in the past 30 years in both methodology and application. The main approaches can be categorized into two groups: The inverse regression methods and forward regression methods. In this survey, we briefly discuss advances of methods and present problems that needs further investigation in the second group. This article is categorized under: Statistical Models > Multivariate Models Statistical and Graphical Methods of Data Analysis > Dimension Reduction Statistical Models > Semiparametric Models

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