TY  - JOUR
PY  - 2005//
TI  - Direction estimation in single-index regressions
JO  - Biometrika
A1  - Yin, Xiangrong
A1  - Cook, R. Dennis
SP  - 371
EP  - 384
VL  - 92
IS  - 2
N2  - We propose a general dimension-reduction method that combines the ideas of likelihood, correlation, inverse regression and information theory. We do not require that the dependence be confined to particular conditional moments, nor do we place restrictions on the predictors or on the regression that are necessary for methods like ordinary least squares and sliced-inverse regression. Although we focus on single-index regressions, the underlying idea is applicable more generally. Illustrative examples are presented.<p /> 
LA  - 
SN  - 0006-3444
UR  - http://dx.doi.org/10.1093/biomet/92.2.371
ID  - ref1
ER  -