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.

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Year of publication:	2015
Authors:	Zeng, Bilin ; Yu, Zhou ; Wen, Xuerong Meggie
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 96.2015, C, p. 322-327
Publisher:	Elsevier
Subject:	Cumulative slicing estimation \| Dimension reduction \| Sliced inverse regression \| Intraslice covariance estimation \| Ensemble estimator approach

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10011115929