Smoothed functional average variance estimation for dimension reduction
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Publication:6310063
DOI10.1080/03610926.2021.1931330arXiv1811.08958MaRDI QIDQ6310063FDOQ6310063
Authors: Mètolidji Moquilas Raymond Affossogbe, Guy Martial Nkiet, Carlos Ogouyandjou
Publication date: 21 November 2018
Abstract: We propose an estimation method that we call functional average variance estimation (FAVE), for estimating the EDR space in functional semiparametric regression model, based on kernel estimates of density and regression. Consistency results are then established for the estimator of the interest operator, and for the directions of EDR space. A simulation study that shows that the proposed approach performs as well as traditional ones is presented.
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