Seminar by Prof. Yanyuan Ma

2015/2/5 (Thu) 15:30-17:00
Seminar room 4 (D312B)
@ The Institute of Statistical Mathematics
Yanyuan Ma
 (Department of Statistics, University of South Carolina)
"A Semiparametric Approach to Dimension Reduction and its Inference"

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 which prompt further studies in inference and efficiency.