Statistics and Data Science Seminar
Xiangrong Yin
University of Kentucky
Moment Kernel for Estimating Central Mean Subspace and Central Subspace
Abstract: The T-central subspace, introduced by Luo, Li and Yin (2014), allows one to perform sufficient dimension reduction for
any statistical functional of interest. We propose a general estimator using (third) moment kernel to estimate the T-central subspace.
In this talk, we particularly focus on central mean subspace via the regression mean function, and central subspace via Fourier
transform or slicing. Theoretical results are established and simulation studies show the advantages of our proposed methods.
Wednesday November 20, 2019 at 4:00 PM in 636 SEO