Reference curves estimation via Sliced Inverse Regression
GIRARD, Stéphane
Modelling and Inference of Complex and Structured Stochastic Systems [?-2006] [MISTIS [?-2006]]
Voir plus >
Modelling and Inference of Complex and Structured Stochastic Systems [?-2006] [MISTIS [?-2006]]
GIRARD, Stéphane
Modelling and Inference of Complex and Structured Stochastic Systems [?-2006] [MISTIS [?-2006]]
< Réduire
Modelling and Inference of Complex and Structured Stochastic Systems [?-2006] [MISTIS [?-2006]]
Langue
en
Communication dans un congrès
Ce document a été publié dans
Applied Stochastic Models and Data Analysis, 2005, Brest. 2005p. 1484-1492
Résumé en anglais
In order to obtain reference curves for data sets when the covariate is multidimensional, we propose a new methodology based on dimension-reduction and nonparametric estimation of conditional quantiles. This semiparametric ...Lire la suite >
In order to obtain reference curves for data sets when the covariate is multidimensional, we propose a new methodology based on dimension-reduction and nonparametric estimation of conditional quantiles. This semiparametric approach combines sliced inverse regression (SIR) and a kernel estimation of conditional quantiles. The convergence of the derived estimator is shown. By a simulation study, we compare this procedure to the classical kernel nonparametric one for different dimensions of the covariate. The semiparametric estimator shows the best performance. The usefulness of this estimation procedure is illustrated on a real data set collected in order to establish reference curves for biophysical properties of the skin of healthy French women.< Réduire
Origine
Importé de halUnités de recherche