SURROGATE DIMENSION REDUCTION IN MEASUREMENT ERROR REGRESSIONS

doi:10.5705/ss.2012.105

CORC > 上海财经大学 > 上海财经大学

	SURROGATE DIMENSION REDUCTION IN MEASUREMENT ERROR REGRESSIONS
	Zhang, Jun 1,2,3; Zhu, Liping 4,5; Zhu, Lixing 6
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.