Technical Report, SFB 475: Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund 1998,22
Sliced Inverse Regression (SIR) is a promising technique for the purpose of dimension reduction. Several properties of this relatively new method have been examined already, but little attention has been paid to robustness aspects. We show that SIR is very sensitive towards outliers in the data. Therefore a generalized estimation procedure which allows for robustness properties, especially for a high breakdown point, is proposed.
Dimension reduction Outliers High breakdown procedures