TY - JOUR
T1 - Robust estimating equation-based sufficient dimension reduction
AU - Zhou, Jingke
AU - Xu, Wangli
AU - ZHU, Lixing
N1 - Funding Information:
The authors appreciate two referees and associate editor for their insightful and thorough reviews, which led to the significant improvement of an early manuscript. We also thank Drs. Yanyuan Ma and Liping Zhu for sharing their program codes. The research described herein was supported by a GRF grant from the University Grants Council of Hong Kong . The work of Wangli Xu was supported by the National Natural Science Foundation of China (No. 11471335 ).
PY - 2015/2/1
Y1 - 2015/2/1
N2 - In this paper, from the estimating equation-based sufficient dimension reduction method in the literature, its robust version is proposed to alleviate the impact from outliers. To achieve this, a robust nonparametric regression estimator is suggested. The estimator is plugged in the estimating equation of the semiparametric sufficient dimension reduction to obtain robust estimator for the central subspace. The asymptotic properties and robustness of the estimator are investigated. Numerical simulation and real data analysis are conducted to examine the performance of the estimators.
AB - In this paper, from the estimating equation-based sufficient dimension reduction method in the literature, its robust version is proposed to alleviate the impact from outliers. To achieve this, a robust nonparametric regression estimator is suggested. The estimator is plugged in the estimating equation of the semiparametric sufficient dimension reduction to obtain robust estimator for the central subspace. The asymptotic properties and robustness of the estimator are investigated. Numerical simulation and real data analysis are conducted to examine the performance of the estimators.
KW - Outliers
KW - Robust conditional density estimation
KW - Robust nonparametric regression
KW - Robust sufficient dimension reduction
KW - Semiparametric inference
UR - http://www.scopus.com/inward/record.url?scp=84911915604&partnerID=8YFLogxK
U2 - 10.1016/j.jmva.2014.10.006
DO - 10.1016/j.jmva.2014.10.006
M3 - Journal article
AN - SCOPUS:84911915604
SN - 0047-259X
VL - 134
SP - 99
EP - 118
JO - Journal of Multivariate Analysis
JF - Journal of Multivariate Analysis
ER -