Abstract
Ferré and Yao (2005, 2007) proposed a method to estimate the Effective Dimension Reduction space in functional sliced inverse regression. Their approach did not require the inversion of the variance-covariance operator of the explanatory variables, and it allowed them to get √n consistent estimators in the functional case. In those papers there is a mistake. In this note we show that, in general, the approach does not give an estimator of the SIR subspace. We also give necessary and sufficient conditions for this to be true.
| Original language | English |
|---|---|
| Pages (from-to) | 235-238 |
| Number of pages | 4 |
| Journal | Statistica Sinica |
| Volume | 20 |
| Issue number | 1 |
| Publication status | Published - 1 Jan 2010 |
| Externally published | Yes |
Keywords
- Dimension reduction
- Functional data analysis
- Inverse regression
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