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Concordance‐based estimation approaches for the optimal sufficient dimension reduction score
Scandinavian Journal of Statistics ( IF 1 ) Pub Date : 2019-12-11 , DOI: 10.1111/sjos.12420
Shao‐Hsuan Wang, Chin‐Tsang Chiang

To characterize the dependence of a response on covariates of interest, a monotonic structure is linked to a multivariate polynomial transformation of the central subspace (CS) directions with unknown structural degree and dimension. Under a very general semiparametric model formulation, such a sufficient dimension reduction (SDR) score is shown to enjoy the existence, optimality, and uniqueness up to scale and location in the defined concordance probability function. In light of these properties and its single‐index representation, two types of concordance‐based generalized Bayesian information criteria are constructed to estimate the optimal SDR score and the maximum concordance index. The estimation criteria are further carried out by effective computational procedures. Generally speaking, the outer product of gradients estimation in the first approach has an advantage in computational efficiency and the parameterization system in the second approach greatly reduces the number of parameters in estimation. Different from most existing SDR approaches, only one CS direction is required to be continuous in the proposals. Moreover, the consistency of structural degree and dimension estimators and the asymptotic normality of the optimal SDR score and maximum concordance index estimators are established under some suitable conditions. The performance and practicality of our methodology are also investigated through simulations and empirical illustrations.

中文翻译:

基于一致性的估计方法,可获得最佳的降维分数

为了表征响应对相关协变量的依赖性,将单调结构链接到结构度数和维数未知的中央子空间(CS)方向的多元多项式变换。在非常通用的半参数模型公式下,这种足够的降维(SDR)分数显示出在已定义的一致性概率函数中的规模和位置都可以享受存在,最优和唯一性。根据这些特性及其单指标表示,构建了两种基于一致性的广义贝叶斯信息准则,以估计最佳SDR得分和最大一致性指数。估计标准通过有效的计算程序进一步执行。一般来说,第一种方法中的梯度估计的外积在计算效率上具有优势,第二种方法中的参数化系统大大减少了估计中的参数数量。与大多数现有的SDR方法不同,提案中只需要一个CS方向即可连续。此外,在某些合适的条件下,建立了结构度和尺寸估计量的一致性以及最佳SDR得分和最大一致性指数估计量的渐近正态性。我们的方法的性能和实用性也通过仿真和经验例证进行了研究。与大多数现有的SDR方法不同,提案中只需要一个CS方向即可连续。此外,在某些合适的条件下,建立了结构度和尺寸估计量的一致性以及最佳SDR得分和最大一致性指数估计量的渐近正态性。我们的方法的性能和实用性也通过仿真和经验例证进行了研究。与大多数现有的SDR方法不同,提案中只需要一个CS方向即可连续。此外,在某些合适的条件下,建立了结构度和尺寸估计量的一致性以及最佳SDR得分和最大一致性指数估计量的渐近正态性。我们的方法的性能和实用性也通过仿真和经验例证进行了研究。
更新日期:2019-12-11
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