Zhao, Junlong; Zhao, Xiuli - In: Computational Statistics & Data Analysis 54 (2010) 4, pp. 1089-1102
Sufficient dimension reduction methods, such as the sliced inverse regression one (SIR) and the sliced average variance estimate one (SAVE), usually put restrictions on the regressor: X being elliptical or normal. We propose a new effective method, called the generalized gradient direction...