Dimension reduction in spatial regression with kernel SAVE method

DOI10.5802/CRMATH.187zbMATH Open1467.62154arXiv1909.09996OpenAlexW3177380794MaRDI QIDQ2034752FDOQ2034752

Authors: Mètolidji Moquilas Raymond Affossogbe, Guy Martial Nkiet, Carlos Ogouyandjou 

Publication date: 23 June 2021

Published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)

Abstract: We consider the smoothed version of sliced average variance estimation (SAVE) dimension reduction method for dealing with spatially dependent data that are observations of a strongly mixing random field. We propose kernel estimators for the interest matrix and the effective dimension reduction (EDR) space, and show their consistency.

Full work available at URL: https://arxiv.org/abs/1909.09996

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zbMATH Keywords

sliced average variance estimation (SAVE)

Mathematics Subject Classification ID

Density estimation (62G07) Inference from spatial processes (62M30) Random fields; image analysis (62M40)

Cites Work

• Sliced Inverse Regression for Dimension Reduction
• Functional sliced inverse regression analysis
• Comment
• Kernel regression estimation for random fields
• Asymptotics for kernel estimate of sliced inverse regression
• Kernel density estimation for random fields. (Density estimation for random fields)
• Spatial kernel regression estimation: weak consistency
• On kernel method for sliced average variance estimation
• Local linear spatial regression
• Kernel density estimation on random fields
• Nonparametric spatial prediction under stochastic sampling design
• Nonparametric estimation of conditional expectation

Cited In (3)

• On kernel method for sliced average variance estimation
• Save: a method for dimension reduction and graphics in regression
• Response envelopes for linear coregionalization models

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