On estimation efficiency of the central mean subspace
On estimation efficiency of the central mean subspace
复制标题
关于中心平均子空间的估计效率
DOI：
10.1111/rssb.12044
复制
发表时间：
2014-11-01
影响因子：
5.8
通讯作者：
Zhu, Liping
中科院分区：
文献类型：
--
作者：
Ma, Yanyuan;Zhu, Liping
在充分降维的框架下研究了中心均值子空间的估计效率。我们推导出半参数有效分数，并研究其实用性。尽管在方差分量的潜在高维问题造成的困难，我们表明，局部有效的估计可以在实践中构建。我们进行模拟研究和真实的数据分析，以证明有限样本的性能和增益的效率相比，现有的几种方法的估计。
We investigate the estimation efficiency of the central mean subspace in the framework of sufficient dimension reduction. We derive the semiparametric efficient score and study its practical applicability. Despite the difficulty caused by the potential high dimension issue in the variance component, we show that locally efficient estimators can be constructed in practice. We conduct simulation studies and a real data analysis to demonstrate the finite sample performance and gain in efficiency of the proposed estimators in comparison with several existing methods.