Sliced Inverse Regression In Reference Curves Estimation
GIRARD, Stéphane
Modelling and Inference of Complex and Structured Stochastic Systems [?-2006] [MISTIS [?-2006]]
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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
Article de revue
Ce document a été publié dans
Computational Statistics and Data Analysis. 2004, vol. 46, n° 1, p. 103-122
Elsevier
Résumé en anglais
In order to obtain reference curves for data sets when the covariate is multidimensional, we propose in this paper a new procedure based on dimension-reduction and nonparametric estimation of conditional quantiles. This ...Lire la suite >
In order to obtain reference curves for data sets when the covariate is multidimensional, we propose in this paper a new procedure 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 asymptotic 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
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