1,519
Views
8
CrossRef citations to date
0
Altmetric
Theory and Methods

An Effective Semiparametric Estimation Approach for the Sufficient Dimension Reduction Model

&
Pages 1296-1310 | Received 01 Jul 2014, Accepted 01 Jul 2016, Published online: 13 Jun 2017

References

  • Bellman, R. (1961), Adaptive Control Process: A Guide Tour, Princeton, NJ: Princeton.
  • Bickel, P. J., Klaassen, C. A. J., Ritov, Y., and Wellner, J. A. (1998), Efficient and Adaptive Estimation for Semiparametric Models, New York: Springer.
  • Bierens, H. J., and Hartog, J. (1988), “Nonlinear Regression With Discrete Explanatory Variables, With an Application to the Earnings Function,” Journal of Econometrics, 38, 269–299.
  • Borisenko, A. A., and Nikolaevskiĭ, Y. A. (1991), “Grassmann Manifolds and Grassmann Image of Submanifolds,” Uspekhi Matematicheskikh Nauk, 46, 41–83, 240.
  • Breiman, L., and Friedman, J. H. (1985), “Estimating Optimal Transformations for Multiple Regression and Correlation,” Journal of the American Statistical Association, 80, 580–619.
  • Chiang, C. T., and Huang, M. Y. (2012), “New Estimation and Inference Procedures for a Single-Index Conditional Distribution Model,” Journal of Multivariate Analysis, 111, 271–285.
  • Chiaromonte, F., Cook, R. D., and Li, B. (2002), “Sufficient Dimension Reduction in Regression With Categorical Predictors,” Annals of Statistics, 30, 475–497.
  • Cook, R. D. (1998), Regression Graphics, New York: Wiley.
  • Cook, R. D., and Li, L. (2009), “Dimension Redution in Regressions With Exponential Family Predictors,” Journal of Computational and Graphical Statistics, 18, 774–791.
  • Cook, R. D., and Weisberg, S. (1991), Comment on “Sliced Inverse Regression for Dimension Reduction” by K.C. Li, Econometrica, 86, 328–332.
  • Cook, R. D., and Zhang, X. (1991), “Fused Estimators of the Central Subspace in Sufficient Dimension Reduction,” Journal of the American Statistical Association, 109, 815–827.
  • Cortez, P., Cordeira, A., Almeida, F., Matos, T., and Reis, J. (2009), “Modeling Wine Preferences by Data Mining From Physicochemical Properties,” Decision Support Systems, 45, 547–553.
  • Cosslett, S. R. (1983), “Distribution-Free Maximum Likelihood Estimator of the Binary Choice Model,” Journal of the American Statistical Association, 51, 765–782.
  • Delecroix, M., Härdle, W., and Hristache, M. (2003), “Efficient Estimation in Conditional Single-Index Regression,” Journal of Multivariate Analysis, 86, 213–226.
  • Dong, Y., and Li, B. (2010), “Dimension Reduction for Non-Elliptically Distributed Predictors: Second-Order Moments,” Biometrica, 97, 279–294.
  • Edwards, A., and Thurstone, L. (1952), “An Internal Consistency Check for Scale Values Determined by the Method of Successive Intervals,” Psychometrika, 17, 169–180.
  • Fan, J., and Huang, T. (2005), “Profile Likelihood Inferences on Semiparametric Varying-Coefficient Partially Linear Models,” Bernoulli, 11, 1030–1057.
  • Fan, J., and Yim, T. H. (2004), “A Crossvalidation Method for Estimating Conditional Densities,” Biometrika, 91, 819–834.
  • Fletcher, R., and Reeves, C. M. (1964), “Function Minimization by Conjugate Gradient,” Comput. J., 7, 149–154.
  • Hall, P. (1987), “On Kullback–Leibler Loss and Density Estimation,” Annals of Statistics, 15, 1491–1519.
  • Hall, P., and Yao, Q. (2005), “Approximating Conditional Distribution Functions Using Dimension Reduction,” Annals of Statistics, 33, 1404–1421.
  • Härdle, W., Hall, P., and Marron, J. S. (1988), “How Far are Automatically Chosen Regression Smoothing Parameters From Their Optimum?” Journal of the American Statistical Association, 83, 86–101.
  • Härdle, W., and Marron, J. S. (1985), “Optimal Bandwidth Selection in Nonparametric Regression Function Estimation,” Annals of Statistics, 13, 1465–1481.
  • Harrell, F. E., Califf, R. M., Pryor, D. B., Lee, K. L., and Rosati, R. A. (1982), “Evaluating the Yield of Medical Tests,” Journal of the American Medical Association, 247, 2543–2546.
  • Horowitz, J. L., and Härdle, W. (1996), “Direct Semiparametric Estimation of Single-Index Models With Discrete Covariates,” Journal of the American Statistical Association, 91, 1632–1640.
  • Huang, M. Y., and Chiang, C. T. (2016), “Estimation and Inference Procedures for Semiparametric Distribution Models With Varying Linear-Index,” Scandinavian Journal of Statistics, doi:10.1111/sjos.12258
  • Ichimura, H. (1993), “Semiparametric Least Squares (SLS) and Weighted SLS Estimation of Single-Index Models,” Journal of Econometrics, 58, 71–120.
  • Jorge, N., and Stephen, J. W. (2006), Numerical Optimization, New York: Springer.
  • Kong, E., and Xia, Y. (2012), “A Single-Index Quantile Regression Model and Its Estimation,” Econometric Theory, 28, 730–768.
  • Kosorok, M. R. (2008), Introduction to Empirical Processes and Semiparametric Inference, New York: Springer.
  • Le, C. T. (1998), Applied Categorical Data Analysis, New York: Wiley.
  • Li, B., and Wang, S. (2007), “On Directional Regression for Dimension Reduction,” Journal of the American Statistical Association, 102, 997–1008.
  • Li, K. C. (1991), “Sliced Inverse Regression for Dimension Reduction,” Journal of the American Statistical Association, 86, 316–342.
  • ——— (1992), “On Principal Hessian Directions for Data Visualization and Dimension Reduction: Another Application of Stein’s Lemma,” Journal of the American Statistical Association, 87, 1025–1039.
  • Lo, A. Y. (1991), “Bayesian Bootstrap Clones and a Biometry Function,” Sankhya, A53, 320–333.
  • Ma, Y., and Zhu, L. P. (2012), “A Semiparametric Approach to Dimension Reduction,” Journal of the American Statistical Association, 107, 168–179.
  • ——— (2013), “Efficient Estimation in Sufficient Dimension Reduction,” Annals of Statistics, 41, 250–268.
  • Tsiatis, A. A. (2006), Semiparametric Theory and Missing Data, New York: Springer.
  • Wang, H., and Xia, Y. (2008), “Sliced Regression for Dimension Reduction,” Journal of the American Statistical Association, 103, 811–821.
  • Xia, Y. (2007), “A Constructive Approach to the Estimation of Dimension Reduction Directions,” Annals of Statistics, 35, 2654–2690.
  • Xia, Y., Tong, H., Li, W. K., and Zhu, L. X. (2002), “An Adaptive Estimation of Dimension Reduction Space,” Journal of the Royal Statistical Society, Series B, 363–410.
  • Yin, X., and Li, B. (2011), “Sufficient Dimension Reduction Based on an Ensemble of Minimum Average Variance Estimators,” Annals of Statistics, 39, 3392–3416.
  • Zeng, P., and Zhu, Y. (2010), “An Integral Transform Method for Estimating the Central Mean and Central Subspaces,” Journal of Multivariate Analysis, 101, 271–290.
  • Zhu, L. P., Yu, Z., and Zhu, L. X. (2010), “A Sparse Eigen-Decomposition Estimation in Semiparametric Regression,” Computational Statistics & Data Analysis, 54, 976–9866.
  • Zhu, L. P., Zhu, L. X., and Feng, Z. H. (2010), “Dimension Reduction in Regressions Through Cumulative Slicing Estimation,” Journal of the American Statistical Association, 105, 1455–1466.
  • Zhu, L. X., Miao, B., and Peng, H. (2006), “On Sliced Inverse Regression With High-Dimensional Covariates,” Journal of the American Statistical Association, 101, 630–643.
  • Zhu, Y., and Zeng, P. (2006), “Fourier Methods for Estimating the Central Subspace and the Central Mean Subspace in Regression,” Journal of the American Statistical Association, 101, 1638–1651.

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.