Wavelet-Based Estimation in a Semiparametric Regression Model

نویسندگان

چکیده

In this paper, we introduce a wavelet-based method for estimating the EDR space in Li's semiparametric regression model achieving dimension reduction. This is obtained by using linear wavelet estimators of density and functions that are involved covariance matrix conditional expectation whose spectral analysis gives directions. Then, consistency proposed proved. A simulation study allow one to evaluate performance proposal with comparison existing methods presented.

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ژورنال

عنوان ژورنال: International Journal of Wavelets, Multiresolution and Information Processing

سال: 2021

ISSN: ['0219-6913', '1793-690X']

DOI: https://doi.org/10.1142/s0219691321500569