Robust sieve M-estimation with an application to dimensionality reduction

DOI10.1214/22-EJS2038MaRDI QIDQ2161188zbMATH OpenOpenAlexFDO

Authors Julien Bodelet, Davide La Vecchia

Publication date 4 August 2022

Published in Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL https://projecteuclid.org/journals/electronic-journal-of-statistics/volume-16/issue-2/Robust-sieve-M-estimation-with-an-application-to-dimensionality-reduction/10.1214/22-EJS2038.full

zbMATH Keywords

outliersdynamic factor modelfunctional magnetic resonance imagingsemiparametric modelingHuber loss function

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Factor analysis and principal components; correspondence analysis (62H25) Robustness and adaptive procedures (parametric inference) (62F35)

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Cited in

(2)

• Robust estimation of dimension reduction space
• Robust estimating equation-based sufficient dimension reduction

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