| 基于累积矩生成函数多元响应降维子空间估计 |
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| 引用本文： | 吴蕾,甘胜进.基于累积矩生成函数多元响应降维子空间估计[J].吉首大学学报(自然科学版),2018,39(2):17-20. |
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| 作者姓名： | 吴蕾 甘胜进 |
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| 作者单位： | （福建师范大学福清分校电子与信息工程学院，福建 福清 350300） |
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| 基金项目： | 国家级大学生创新项目(201610394018)；福建省中青年教师教育科研项目(JAT160566)；福建省自然科学基金面上项目(2015J01009) |
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| 摘 要： | 结合多元响应降维子空间的矩生成函数估计和累积切片思想，提出了累积矩生成函数估计，并对样本估计量作改进.统计模拟结果表明，累积矩生成函数估计优于矩生成函数估计，改进的累积矩生成函数估计最优.
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| 关 键 词： | 降维 切片逆回归 累积切片 矩生成函数 累积矩生成函数 估计 |
Estimation for Multivariate Responses Dimension Reduction Subspaces Based on Cumulative Moment-Generating Function |
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| WU Lei,GAN Shengjin.Estimation for Multivariate Responses Dimension Reduction Subspaces Based on Cumulative Moment-Generating Function[J].Journal of Jishou University(Natural Science Edition),2018,39(2):17-20. |
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| Authors: | WU Lei GAN Shengjin |
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| Institution: | (School of Electronical and Information Engineering,Fuqing Branch of Fujian Normal University,Fuqing 350300,Fujian China) |
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| Abstract: | Based on the conceptions of cumulative slicing estimation and moment-generating function for estimation of multivariate responses central dimension reduction subspaces,cumulative moment-generating function which is called CUGF is proposed.Simulation results show that the estimation of the cumulative moment-generating function is better than that of the moment-generating function,and the estimation effect of the modified cumulative moment-generating function increases greatly. |
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| Keywords: | dimension reduction sliced inversed regression cumulative slicing moment-generating function cumulative moment-generating function estimation |
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