Robust sliced inverse regression procedures

Sliced Inverse Regression (SIR) is a promising technique for the purpose of dimension reduction. Several properties of this relatively new method have been examined already, but little attention has been paid to robustness aspects. We show that SIR is very sensitive towards outliers in the data. Therefore a generalized estimation procedure which allows for robustness properties, especially for a high breakdown point, is proposed.

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Year of publication:	1998
Authors:	Gather, Ursula ; Hilker, Torsten ; Becker, Claudia
Institutions:	Institut für Wirtschafts- und Sozialstatistik, Universität Dortmund
Subject:	Dimension reduction \| Outliers \| High breakdown procedures

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Extent:	application/pdf
Series:	Technical Reports.
Type of publication:	Book / Working Paper
Notes:	Number 1998,22
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010955507