SURROGATE DIMENSION REDUCTION IN MEASUREMENT ERROR REGRESSIONS | |
Zhang, Jun1,2,3; Zhu, Liping4,5; Zhu, Lixing6 | |
刊名 | STATISTICA SINICA
![]() |
2014-07 | |
卷号 | 24期号:3页码:1341-1363 |
关键词 | Central subspace diverging parameters inverse regression measurement error surrogate dimension reduction |
ISSN号 | 1017-0405 |
DOI | 10.5705/ss.2012.105 |
英文摘要 | We generalize the cumulative slicing estimator to dimension reduction where the predictors are subject to measurement errors. Unlike existing methodologies, our proposal involves neither nonparametric smoothing in estimation nor normality assumption on the predictors or measurement errors. We establish strong consistency and asymptotic normality of the resultant estimators, allowing that the predictor dimension diverges with the sample size. Comprehensive simulations have been carried out to evaluate the performance of our proposal and to compare it with existing methods. A dataset is analyzed to further illustrate the proposed methodology. |
WOS研究方向 | Mathematics |
语种 | 英语 |
出版者 | STATISTICA SINICA |
WOS记录号 | WOS:000340697800015 |
内容类型 | 期刊论文 |
源URL | [http://10.2.47.112/handle/2XS4QKH4/1727] ![]() |
专题 | 上海财经大学 |
通讯作者 | Zhang, Jun |
作者单位 | 1.Shenzhen Univ, Shen Zhen Hong Kong Joint Res Ctr Appl Stat Sci, Shenzhen, Peoples R China; 2.Shenzhen Univ, Coll Math & Computat Sci, Shenzhen, Peoples R China; 3.Shenzhen Univ, Inst Stat Sci, Shenzhen, Peoples R China; 4.Shanghai Univ Finance & Econ, Sch Stat & Management, Shanghai, Peoples R China; 5.Minist Educ, Key Lab Math Econ SUFE, Shanghai, Peoples R China; 6.Hong Kong Baptist Univ, Dept Math, Hong Kong, Hong Kong, Peoples R China |
推荐引用方式 GB/T 7714 | Zhang, Jun,Zhu, Liping,Zhu, Lixing. SURROGATE DIMENSION REDUCTION IN MEASUREMENT ERROR REGRESSIONS[J]. STATISTICA SINICA,2014,24(3):1341-1363. |
APA | Zhang, Jun,Zhu, Liping,&Zhu, Lixing.(2014).SURROGATE DIMENSION REDUCTION IN MEASUREMENT ERROR REGRESSIONS.STATISTICA SINICA,24(3),1341-1363. |
MLA | Zhang, Jun,et al."SURROGATE DIMENSION REDUCTION IN MEASUREMENT ERROR REGRESSIONS".STATISTICA SINICA 24.3(2014):1341-1363. |
个性服务 |
查看访问统计 |
相关权益政策 |
暂无数据 |
收藏/分享 |
除非特别说明,本系统中所有内容都受版权保护,并保留所有权利。
修改评论