A model-free conditional screening approach via sufficient dimension reduction

2020 ◽  
Vol 32 (4) ◽  
pp. 970-988
Author(s):  
Lei Huo ◽  
Xuerong Meggie Wen ◽  
Zhou Yu
Keyword(s):  
Dimension Reduction ◽  
Sufficient Dimension Reduction ◽  
Model Free ◽  
Screening Approach

scholarly journals Cumulative Median Estimation for Sufficient Dimension Reduction

Stats ◽  
2021 ◽  
Vol 4 (1) ◽  
pp. 138-145
Author(s):  
Stephen Babos ◽  
Andreas Artemiou
Keyword(s):  
Dimension Reduction ◽  
Real Data ◽  
Sufficient Dimension Reduction

In this paper, we present the Cumulative Median Estimation (CUMed) algorithm for robust sufficient dimension reduction. Compared with non-robust competitors, this algorithm performs better when there are outliers present in the data and comparably when outliers are not present. This is demonstrated in simulated and real data experiments.

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