 | 2012 |  |
|
|
 |
 |
| “A Semiparametric Approach to Dimension Reduction” |
|
| | Date: | Wednesday, July 11, 2012 | | Time: | 2:00 PM
- 4:00 PM | | Location: | 316 Machray Hall |
| | Professor Yanyuan Ma,
Department of Statistics, Texas A&M University
|
| STATISTICS RESEARCH SEMINAR
We provide a novel and completely different approach to dimension reduction problems from the existing literature. We cast the dimension reduction problem in a semiparametric estimation framework and derive estimating equations. Viewing this problem from the new angle allows us to derive a rich class of estimators, and obtain the classical dimension reduction techniques as special cases in this class. The semiparametric approach also reveals that in the inverse regression context while keeping the estimation structure intact, the common assumption of linearity and/or constant variance on the covariates can be removed at the cost of performing additional nonparametric regression. The semiparametric estimators without these common assumptions are illustrated through simulation studies and a real data example.
This is joint work with Liping Zhu.
Coffee & cookies will be available between 1:45-2:00 p.m. Everyone is welcome to attend. |
|  |  | For more information, contact: Stana Drobko Office Assistant Statistics drobkosj@ms.umanitoba.ca
Phone: (204) 474-9826
Fax: (204) 474-7621
|
| |
|
|
|
|