Reference curves estimation via Sliced Inverse Regression

Abstract : 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.
Type de document :
Communication dans un congrès
Applied Stochastic Models and Data Analysis, 2005, Brest, France. pp.1484-1492, 2005
Liste complète des métadonnées

Littérature citée [12 références]  Voir  Masquer  Télécharger

https://hal.inria.fr/hal-00987055
Contributeur : Stephane Girard <>
Soumis le : lundi 5 mai 2014 - 13:37:01
Dernière modification le : mercredi 11 avril 2018 - 01:53:11
Document(s) archivé(s) le : mardi 5 août 2014 - 12:20:30

Fichier

gannoun.pdf
Fichiers produits par l'(les) auteur(s)

Identifiants

  • HAL Id : hal-00987055, version 1

Citation

Ali Gannoun, Stephane Girard, Christiane Guinot, Jerôme Saracco. Reference curves estimation via Sliced Inverse Regression. Applied Stochastic Models and Data Analysis, 2005, Brest, France. pp.1484-1492, 2005. 〈hal-00987055〉

Partager

Métriques

Consultations de la notice

443

Téléchargements de fichiers

114