A note on the semiparametric approach to dimension reduction
Bin Sun,
Yuehua Wu,
Wenzhi Yang and
Yuejiao Fu
Communications in Statistics - Theory and Methods, 2020, vol. 49, issue 9, 2295-2304
Abstract:
In this note, we present a theoretical result which relaxes a critical condition required by the semiparametric approach to dimension reduction. The asymptotic normality of the estimators still maintains under weaker assumptions. This improvement greatly increases the applicability of the semiparametric approach.
Date: 2020
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Persistent link: https://EconPapers.repec.org/RePEc:taf:lstaxx:v:49:y:2020:i:9:p:2295-2304
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DOI: 10.1080/03610926.2019.1576887
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