A theoretical note on optimal sufficient dimension reduction with singularity
- 주제(키워드) chi(2) test , Minimum discrepancy approach , Singularity , Sufficient dimension reduction
- 등재 SCIE, SCOPUS
- 발행기관 ELSEVIER SCIENCE BV
- 발행년도 2015
- 총서유형 Journal
- URI http://www.dcollection.net/handler/ewha/000000115070
- 본문언어 영어
- Published As http://dx.doi.org/10.1016/j.spl.2015.01.004
초록/요약
In this paper, we discuss an optimal sufficient dimension reduction through minimizing a quadratic objective function proposed by Cook and Ni (2005) with singular inner-product matrix. Within a less restrictive class of inner-product matrices, a generalized inverse of the consistent estimator of the asymptotic covariance matrix gives us the benefit of chi(2) statistic and asymptotic efficiency within a subclass. (C) 2015 Elsevier B.V. All rights reserved.
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