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

dynamic factor modelfunctional magnetic resonance imagingHuber loss functionoutlierssemiparametric modeling

Mathematics Subject Classification ID

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

Recommendations

• Robust estimation of dimension reduction space
• Sieve M-estimator for a semi-functional linear model
• Robust sieve estimators for functional canonical correlation analysis
• Robust estimating equation-based sufficient dimension reduction
• An Adaptive Estimation of Dimension Reduction Space

Cites work

• Asymptotic normality of the principal components of functional time series
• Case-cohort studies with interval-censored failure time data
• Convergence rate of sieve estimates
• Estimation of High Dimensional Mean Regression in the Absence of Symmetry and Light Tail Assumptions
• Factor models in high-dimensional time series: A time-domain approach
• scientific article; zbMATH DE number 5654889 (Why is no real title available?)
• scientific article; zbMATH DE number 3954047 (Why is no real title available?)
• scientific article; zbMATH DE number 3797051 (Why is no real title available?)
• Introduction to empirical processes and semiparametric inference
• Local asymptotics for polynomial spline regression
• M-estimation using penalties or sieves
• Principal component analysis based on robust estimators of the covariance or correlation matrix: influence functions and efficiencies
• Principal Components Analysis Based on Multivariate MM Estimators With Fast and Robust Bootstrap
• Risk patterns and correlated brain activities. Multidimensional statistical analysis of fMRI data in economic decision making study
• Robust and consistent variable selection in high-dimensional generalized linear models
• Robust heart rate variability analysis by generalized entropy minimization
• Robust high-dimensional factor models with applications to statistical machine learning
• Robust High-Dimensional Volatility Matrix Estimation for High-Frequency Factor Model
• Sieve estimation of Cox models with latent structures
• Sieve inference on possibly misspecified semi-nonparametric time series models
• The statistical analysis of functional MRI data
• Time series modelling with semiparametric factor dynamics
• Von Mises calculus for statistical functionals
• Weak convergence and empirical processes. With applications to statistics

Cited in

(4)

• Robust estimation of dimension reduction space
• Robust estimating equation-based sufficient dimension reduction
• General spatio-temporal factor models for high-dimensional random fields on a lattice
• Statistical Quantile Learning for Large Additive Latent Variable Models

This page was built for publication: Robust sieve M-estimation with an application to dimensionality reduction

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2161188)