AISM 54, 768-795
© 2002 ISM
(Received September 1, 2000; revised July 24, 2001)
Abstract. In this article, we review, consolidate and extend a theory for sufficient dimension reduction in regression settings. This theory provides a powerful context for the construction, characterization and interpretation of low-dimensional displays of the data, and allows us to turn graphics into a consistent and theoretically motivated methodological body. In this spirit, we propose an iterative graphical procedure for estimating the meta-parameter which lies at the core of sufficient dimension reduction; namely, the central dimension-reduction subspace.
Key words and phrases: Sufficient dimension reduction, graphical displays, regression analysis.
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