Smoothed functional average variance estimation for dimension reduction
Statistics Theory
2018-11-26 v1 Statistics Theory
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.
Cite
@article{arxiv.1811.08958,
title = {Smoothed functional average variance estimation for dimension reduction},
author = {MÈtolidji Moquilas Raymond Affossogbe and Guy Martial Nkiet and Carlos Ogouyandjou},
journal= {arXiv preprint arXiv:1811.08958},
year = {2018}
}
Comments
35 pages,14 figures