An Effective Semiparametric Estimation Approach for the Sufficient Dimension Reduction Model
充分降维模型的一种有效半参数估计方法
In the exploratory data analysis, the sufficient dimension reduction model has been widely used to characterize the conditional distribution of interest. Different from the existing approaches, our main achievement is to simultaneously estimate two essential elements, basis and structural dimension, of the central subspace and the bandwidth of a kernel distribution estimator through a single estimation criterion. With an appropriate order of kernel function, the proposed…