ABSTRACT
Sliced Inverse Regression (SIR), introduced by Li (1991), is the first and most commonly known Sufficient Dimension Reduction estimator. The term “inverse regression” refers to the conditional expectation E(X|Y). The word “inverse” is used because, in usual regression analysis, what is of interest is the conditional mean E(Y|X). The word “slice” refers to the fact that we estimate the conditional mean E(X|Y) by taking an interval of Y.
