Efficiency loss and the linearity condition in dimension reduction

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Efficiency loss and the linearity condition in dimension reduction

Linearity, sometimes jointly with constant variance, is routinely assumed in the context of sufficient dimension reduction. It is well understood that, when these conditions do not hold, blindly using them may lead to inconsistency in estimating the central subspace and the central mean subspace. Surprisingly, we discover that even if these conditions do hold, using them will bring efficiency l...

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ژورنال

عنوان ژورنال: Biometrika

سال: 2013

ISSN: 0006-3444,1464-3510

DOI: 10.1093/biomet/ass075