Wavelet-based estimation in a semiparametric regression model
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Abstract: In this paper, we introduce a wavelet-based method for estimating the EDR space in Li's semiparametric regression model for achieving dimension reduction. This method is obtained by using linear wavelet estimators of the density and regression functions that are involved in the covariance matrix of conditional expectation whose spectral analysis gives the EDR directions. Then, consistency of the proposed estimators is proved. A simulation study that allow one to evaluate the performance of the proposal with comparison to existing methods is presented.
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Cited in
(14)- Wavelet regression estimation in nonparametric mixed effect models
- Wavelet-based scalar-on-function finite mixture regression models
- Penalized wavelet monotone regression
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