On estimation efficiency of the central mean subspace

Yanyuan Ma and Liping Zhu

Journal of the Royal Statistical Society Series B, 2014, vol. 76, issue 5, 885-901

Abstract: type="main" xml:id="rssb12044-abs-0001">

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.

Date: 2014
References: Add references at CitEc
Citations: View citations in EconPapers (9)

Downloads: (external link)
http://hdl.handle.net/10.1111/rssb.2014.76.issue-5 (text/html)
Access to full text is restricted to subscribers.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:bla:jorssb:v:76:y:2014:i:5:p:885-901

Ordering information: This journal article can be ordered from
http://ordering.onli ... 1111/(ISSN)1467-9868

Access Statistics for this article

Journal of the Royal Statistical Society Series B is currently edited by P. Fryzlewicz and I. Van Keilegom

More articles in Journal of the Royal Statistical Society Series B from Royal Statistical Society Contact information at EDIRC.
Bibliographic data for series maintained by Wiley Content Delivery ().