A Note on Cumulative Mean Estimation
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.
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
Mathematics and Statistics
Keywords and Phrases
Cumulative slicing estimation; Dimension reduction; Ensemble estimator approach; Intraslice covariance estimation; Sliced inverse regression
International Standard Serial Number (ISSN)
Article - Journal
© 2015 Elsevier, All rights reserved.
01 Jan 2015