Journal of Jishou University(Natural Sciences Edition)

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Estimation for Multivariate Responses Dimension Reduction Subspaces Based on Cumulative Moment-Generating Function

WU Lei,GAN Shengjin   

  1. (School of Electronical and Information Engineering,Fuqing Branch of Fujian Normal University,Fuqing 350300,Fujian China)
  • Online:2018-03-25 Published:2018-04-28

Abstract:

Based on the conceptions of cumulative slicing estimation and moment-generating function for estimation of multivariate responses central dimension reduction subspaces,cumulative moment-generating function which is called CUGF is proposed.Simulation results show that the estimation of the cumulative moment-generating function is better than that of the moment-generating function,and the estimation effect of the modified cumulative moment-generating function increases greatly.

Key words: dimension reduction, sliced inversed regression, cumulative slicing, moment-generating function, cumulative moment-generating function, estimation

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