INVESTIGADORES
YOHAI Victor Jaime
artículos
Título:
The sliced inverse regression algorithm as a maximum likelihood
Autor/es:
MARÍA EUGENIA SZRETTER; VÍCTOR J. YOHAI
Revista:
JOURNAL OF STATISTICAL PLANNING AND INFERENCE
Editorial:
ELSEVIER SCIENCE BV
Referencias:
Lugar: Philadelphia, PA, USA; Año: 2009 vol. 139 p. 3570 - 3578
ISSN:
0378-3758
Resumen:
It is shown that the sliced inverse regression procedure proposed by Li corresponds to the maximum likelihood estimate where the observations in each slice are samples of multivariate normal distributions with means in an affine manifold.
