Bura, E.; Yang, J. - In: Journal of Multivariate Analysis 102 (2011) 1, pp. 130-142
Sufficient Dimension Reduction (SDR) in regression comprises the estimation of the dimension of the smallest (central) dimension reduction subspace and its basis elements. For SDR methods based on a kernel matrix, such as SIR and SAVE, the dimension estimation is equivalent to the estimation of...