【摘 要】
：
In regression analysis,we employ contour projection (CP) to develop a new dimension reduction theory.Accordingly,we introduce the notions of the central con
【机 构】
：
School of Finance, Southwestern University of Finance and Economics
【出 处】
：
2009 International Conference on Financial Statistics and Fi
论文部分内容阅读
In regression analysis,we employ contour projection (CP) to develop a new dimension reduction theory.Accordingly,we introduce the notions of the central contour subspace and generalized contour subspace.We show that both of their structural dimensions are no larger than that of the central subspace (Cook,1998b).Furthermore,we employ CP-sliced inverse regression,CP-sliced average variance estimation,and CP-directional regression to estimate the generalized contour subspace,and we subsequently obtain their theoretical properties.
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