An RKHS formulation of the inverse regression dimension-reduction problem

dc.creatorHsing, Tailen
dc.creatorRen, Haobo
dc.date2009-04-01
dc.date.accessioned2026-07-07T12:58:59Z
dc.date.available2026-07-07T12:58:59Z
dc.descriptionSuppose that $Y$ is a scalar and $X$ is a second-order stochastic process, where $Y$ and $X$ are conditionally independent given the random variables $ξ_1,...,ξ_p$ which belong to the closed span $L_X^2$ of $X$. This paper investigates a unified framework for the inverse regression dimension-reduction problem. It is found that the identification of $L_X^2$ with the reproducing kernel Hilbert space of $X$ provides a platform for a seamless extension from the finite- to infinite-dimensional settings. It also facilitates convenient computational algorithms that can be applied to a variety of models.
dc.descriptionPublished in at http://dx.doi.org/10.1214/07-AOS589 the Annals of Statistics (http://www.imstat.org/aos/) by the Institute of Mathematical Statistics (http://www.imstat.org)
dc.identifierhttps://arxiv.org/abs/0904.0076
dc.identifierhttp://arxiv.org/abs/0904.0076
dc.identifierAnnals of Statistics 2009, Vol. 37, No. 2, 726-755
dc.identifierdoi:10.1214/07-AOS589
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/225433
dc.subjectStatistics Theory
dc.subject62H99 (Primary), 62M99 (Secondary)
dc.titleAn RKHS formulation of the inverse regression dimension-reduction problem
dc.typetext

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