Title
On a new hybrid estimator for the central mean space.
Abstract
Existing estimators of the central mean space are known to have uneven performances across different types of link functions. By combining the strength of the ordinary least squares and the principal Hessian directions, the authors propose a new hybrid estimator that successfully recovers the central mean space for a wide range of link functions. Based on the new hybrid estimator, the authors further study the order determination procedure and the marginal coordinate test. The superior performance of the hybrid estimator over existing methods is demonstrated in extensive simulation studies.
Year
DOI
Venue
2017
10.1007/s11424-017-6227-0
J. Systems Science & Complexity
Keywords
Field
DocType
Marginal coordinate test, order determination, ordinary least squares, principal Hessian directions, sufficient dimension reduction
Minimum-variance unbiased estimator,Mathematical optimization,Ordinary least squares,Hessian matrix,Sufficient dimension reduction,Mathematics,Estimator
Journal
Volume
Issue
ISSN
30
1
1559-7067
Citations 
PageRank 
References 
1
0.37
2
Authors
2
Name
Order
Citations
PageRank
Qi Xia113221.76
Yuexiao Dong234.67