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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…
math.ST2009★ 90 cited
Dimension reduction for nonelliptically distributed predictors
Bing Li, Yuexiao Dong
Sufficient dimension reduction methods often require stringent conditions on the joint distribution of the predictor, or, when such conditions are not satisfied, rely on marginal t…