On a Projective Resampling Method for Dimension Reduction With Multivariate Responses
多元响应降维的投影重抽样方法
Consider the dimension reduction problem where both the response and the predictor are vectors. Existing estimators of this problem take one of the following routes: (1) targeting the part of the dimension reduction space that is related to the conditional mean (or moments) of the response vector, (2) pooling the estimates for the marginal dimension reduction spaces, and (3) estimating the whole dimension reduction space directly by multivariate slicing. However, the first…