论文标题
半参数回归模型中的基于小波的估计
Wavelet-based estimation in a semiparametric regression model
论文作者
论文摘要
在本文中，我们介绍了一种基于小波的方法，用于估算Li的半参数回归模型中的EDR空间，以实现降低尺寸。通过使用线性小波估计器的密度和回归函数的线性小波估计器获得，这些估计值涉及条件期望的协方差矩阵，其光谱分析给出了EDR方向。然后，证明了拟议估计器的一致性。提出了一项模拟研究，允许人们评估该提案的性能与与现有方法的比较。
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.
