[Sans titre]
| hal.structure.identifier | Institut de Mathématiques de Bordeaux [IMB] | |
| dc.contributor.author | CHAVENT, Marie | |
| hal.structure.identifier | Epidémiologie et Biostatistique [Bordeaux] | |
| dc.contributor.author | LIQUET, Benoit | |
| hal.structure.identifier | Institut de Mathématiques de Bordeaux [IMB] | |
| dc.contributor.author | SARACCO, Jérôme | |
| dc.date.accessioned | 2024-04-04T02:41:21Z | |
| dc.date.available | 2024-04-04T02:41:21Z | |
| dc.date.issued | 2010 | |
| dc.identifier.issn | 1017-0405 | |
| dc.identifier.uri | https://oskar-bordeaux.fr/handle/20.500.12278/191145 | |
| dc.description.abstractEn | Most of the common estimation methods for sample selection models rely heavily on parametric and normality assumptions. We consider in this paper a multivariate semiparametric sample selection model and develop a geometric approach to the estimation of the slope vectors in the outcome equation and in the selection equation. Contrary to most existing methods, we deal symmetrically with both slope vectors. Moreover, the estimation method is link-free and distributionfree. It works in two main steps: a multivariate sliced inverse regression step, and a canonical analysis step. We establish pn-consistency and asymptotic normality of the estimates. We describe how to estimate the observation and selection link functions. The theory is illustrated with a simulation study. | |
| dc.language.iso | en | |
| dc.publisher | Taipei : Institute of Statistical Science, Academia Sinica | |
| dc.subject.en | Sliced Inverse Regression (SIR) | |
| dc.subject.en | Multivariate SIR | |
| dc.subject.en | Canonical Analysis | |
| dc.subject.en | Semiparametric Regression Models | |
| dc.subject.en | Eigen-decomposition | |
| dc.type | Article de revue | |
| dc.subject.hal | Sciences du Vivant [q-bio]/Santé publique et épidémiologie | |
| bordeaux.journal | Statistica Sinica | |
| bordeaux.page | 513-536 | |
| bordeaux.volume | 20 | |
| bordeaux.hal.laboratories | Institut de Mathématiques de Bordeaux (IMB) - UMR 5251 | * |
| bordeaux.issue | 2 | |
| bordeaux.institution | Université de Bordeaux | |
| bordeaux.institution | Bordeaux INP | |
| bordeaux.institution | CNRS | |
| bordeaux.peerReviewed | oui | |
| hal.identifier | inserm-00367315 | |
| hal.version | 1 | |
| hal.popular | non | |
| hal.audience | Internationale | |
| hal.origin.link | https://hal.archives-ouvertes.fr//inserm-00367315v1 | |
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