The sliced inverse regression algorithm as a maximum likelihood procedure |
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Authors: | Marí a Eugenia Szretter,Ví ctor Jaime Yohai |
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Affiliation: | 1. Universidad de Buenos Aires, Argentina;2. Departamento de Matemáticas, Universidad de Buenos Aires, Pabellón I—Ciudad Universitaria, 1428 Buenos Aires, and CONICET, Argentina |
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Abstract: | It is shown that the sliced inverse regression procedure proposed by Li corresponds to the maximum likelihood estimate where the observations in each slice are samples of multivariate normal distributions with means in an affine manifold. |
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Keywords: | Sliced inverse regression Maximum likelihood estimates Central mean subspace |
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