A NOTE ON OUTLIER SENSITIVITY OF SLICED INVERSE REGRESSION
Authors:
Ursula Gather a;
Torsten Hilker a;
Claudia Becker a
| Affiliation: | a Universit t Dortmund, Fachbereich Statistik, D-44221 Dortmund, Germany. |
DOI:
10.1080/02331880213194
Publication Frequency:
6 issues per year
Subjects:
Mathematical Statistics;
Statistical Theory & Methods;
Statistics;
Statistics for the Biological Sciences;
Stochastic Models & Processes;
Number of References: 36
Formats available:
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(English)
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Abstract
Sliced Inverse Regression (SIR) is a promising technique for the purpose of dimension reduction. Several properties of this method have been examined already, but little attention has been paid to robustness aspects. In this article, we focus on the sensitivity of SIR to outliers and show in what sense and how severely SIR can be influenced by outliers in the data.
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| Keywords: Dimension Reduction; Outliers; Robustness |
| view references (36) |

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t Dortmund, Fachbereich Statistik, D-44221 Dortmund, Germany.
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