Minimum average deviance estimation for sufficient dimension reduction
نویسندگان
چکیده
منابع مشابه
Efficient Estimation in Sufficient Dimension Reduction.
We develop an efficient estimation procedure for identifying and estimating the central subspace. Using a new way of parameterization, we convert the problem of identifying the central subspace to the problem of estimating a finite dimensional parameter in a semiparametric model. This conversion allows us to derive an efficient estimator which reaches the optimal semiparametric efficiency bound...
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ژورنال
عنوان ژورنال: Journal of Statistical Computation and Simulation
سال: 2017
ISSN: 0094-9655,1563-5163
DOI: 10.1080/00949655.2017.1392523