3 papers
stat.ME2022
A selective review of sufficient dimension reduction for multivariate response regression
Yuexiao Dong, Abdul-Nasah Soale, Michael D. Power
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 estimato…
math.ST2020
On sufficient dimension reduction via principal asymmetric least squares
Abdul-Nasah Soale, Yuexiao Dong
In this paper, we introduce principal asymmetric least squares (PALS) as a unified framework for linear and nonlinear sufficient dimension reduction. Classical methods such as slic…
stat.CO2019
On expectile-assisted inverse regression estimation for sufficient dimension reduction
Abdul-Nasah Soale, Yuexiao Dong
Moment-based sufficient dimension reduction methods such as sliced inverse regression may not work well in the presence of heteroscedasticity. We propose to first estimate the expe…