On estimation efficiency of the central mean subspace

Yanyuan Ma, Liping Zhu

Research output: Contribution to journalArticlepeer-review

22 Scopus citations

Abstract

Summary: We investigate the estimation efficiency of the central mean subspace in the framework of sufficient dimension reduction. We derive the semiparametric efficient score and study its practical applicability. Despite the difficulty caused by the potential high dimension issue in the variance component, we show that locally efficient estimators can be constructed in practice. We conduct simulation studies and a real data analysis to demonstrate the finite sample performance and gain in efficiency of the proposed estimators in comparison with several existing methods.

Original languageEnglish (US)
Pages (from-to)885-901
Number of pages17
JournalJournal of the Royal Statistical Society. Series B: Statistical Methodology
Volume76
Issue number5
DOIs
StatePublished - Nov 1 2014

All Science Journal Classification (ASJC) codes

  • Statistics and Probability
  • Statistics, Probability and Uncertainty

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