Partially linear estimation using sufficient dimension reduction

DOI10.1051/ps/2015018zbMath1357.62183OpenAlexW2468992128MaRDI QIDQ2954221

Takuma Yoshida

Publication date: 12 January 2017

Published in: ESAIM: Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1051/ps/2015018

zbMATH Keywords

robust regressionsufficient dimension reductionpartial linear modelsliced average variance estimationsliced inverse regressionapplication to a real dataset

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Nonparametric regression and quantile regression (62G08) Ridge regression; shrinkage estimators (Lasso) (62J07) Asymptotic properties of nonparametric inference (62G20) General nonlinear regression (62J02)

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