A Note on Cumulative Mean Estimation

Author

Bilin Zeng
Zhou Yu
Xuerong Meggie Wen, Missouri University of Science and TechnologyFollow

Abstract

We revisit cumulative slicing estimation (CUME; Zhu et al., 2010) from a different perspective to gain more insights, then refine its performance by incorporating the intra-slice covariances. We also prove that our new method, under some conditions, is more comprehensive than CUME.

Recommended Citation

B. Zeng et al., "A Note on Cumulative Mean Estimation," Statistics and Probability Letters, vol. 96, pp. 322 - 327, Elsevier, Jan 2015.

The definitive version is available at https://doi.org/10.1016/j.spl.2014.09.014

Department(s)

Mathematics and Statistics

Comments

Zhou Yu is supported by NSFC grants (No.11201151) and the 111 project (B14019).

Keywords and Phrases

Cumulative slicing estimation; Dimension reduction; Ensemble estimator approach; Intraslice covariance estimation; Sliced inverse regression

International Standard Serial Number (ISSN)

0167-7152

Document Type

Article - Journal

Document Version

Citation

File Type

text

Language(s)

English

Rights

© 2015 Elsevier, All rights reserved.

Publication Date

01 Jan 2015