Dong, Yuexiao; Yu, Zhou; Zhu, Liping - In: Journal of Multivariate Analysis 134 (2015) C, pp. 71-81
well when the distribution of the predictors is heavy-tailed. In this paper, we propose two robust inverse regression … methods which are insensitive to data contamination: weighted inverse regression estimation and sliced inverse median … estimation. Both weighted inverse regression estimation and sliced inverse median estimation produce unbiased estimates of the …