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math.ST2005
Determining the dimension of iterative Hessian transformation
R. Dennis Cook, Bing Li
The central mean subspace (CMS) and iterative Hessian transformation (IHT) have been introduced recently for dimension reduction when the conditional mean is of interest. Suppose t…
math.ST2005
Contour regression: A general approach to dimension reduction
Bing Li, Hongyuan Zha, Francesca Chiaromonte
We propose a novel approach to sufficient dimension reduction in regression, based on estimating contour directions of small variation in the response. These directions span the or…