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Journal Articles Computational Statistics Year : 2007

Pooled marginal slicing approach via SIR a with discrete covariables

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Abstract

In this paper, we consider a semiparametric regression model involving both p-dimensional quantitative covariable X and categorical predictor Z, and including a dimension reduction of X via K indices X′βk. The dependent variable Y can be real or q-dimensional. We propose an approach based on SIRα and Pooled Marginal Slicing methods in order to estimate the space spanned by the βk's. We establish √n-consistency of the proposed estimator. Simulation studies show the numerical qualities of our estimator.
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Dates and versions

inserm-00366569 , version 1 (09-03-2009)

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Benoit Liquet, Jérôme Saracco. Pooled marginal slicing approach via SIR a with discrete covariables. Computational Statistics, 2007, pp.599-617. ⟨10.1007/s00180-007-0078-4⟩. ⟨inserm-00366569⟩
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