Cook, R. Dennis; Li, Bing; Chiaromonte, Francesca - In: Biometrika 94 (2007) 3, pp. 569-584
Regressions in which the fixed number of predictors p exceeds the number of independent observational units n occur in a variety of scientific fields. Sufficient dimension reduction provides a promising approach to such problems, by restricting attention to d n linear combinations of the...