Document Type

Journal Article

Department/Unit

Department of Mathematics

Title

Robust estimating equation-based sufficient dimension reduction

Language

English

Abstract

© 2014 Elsevier Inc.In this paper, from the estimating equation-based sufficient dimension reduction method in the literature, its robust version is proposed to alleviate the impact from outliers. To achieve this, a robust nonparametric regression estimator is suggested. The estimator is plugged in the estimating equation of the semiparametric sufficient dimension reduction to obtain robust estimator for the central subspace. The asymptotic properties and robustness of the estimator are investigated. Numerical simulation and real data analysis are conducted to examine the performance of the estimators.

Keywords

Outliers, Robust conditional density estimation, Robust nonparametric regression, Robust sufficient dimension reduction, Semiparametric inference

Publication Date

2015

Source Publication Title

Journal of Multivariate Analysis

Volume

134

Start Page

99

End Page

118

Publisher

Elsevier

DOI

10.1016/j.jmva.2014.10.006

Link to Publisher's Edition

http://dx.doi.org/10.1016/j.jmva.2014.10.006

ISSN (print)

0047259X

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