Dong, Yuexiao; Yu, Zhou; Zhu, Liping - In: Journal of Multivariate Analysis 134 (2015) C, pp. 71-81
Classical sufficient dimension reduction methods are sensitive to outliers present in predictors, and may not perform well when the distribution of the predictors is heavy-tailed. In this paper, we propose two robust inverse regression methods which are insensitive to data contamination:...