Sliced Inverse Regression In Reference Curves Estimation - Inria - Institut national de recherche en sciences et technologies du numérique
Article Dans Une Revue Computational Statistics and Data Analysis Année : 2004

Sliced Inverse Regression In Reference Curves Estimation

Résumé

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.
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Dates et versions

hal-00724646 , version 1 (22-08-2012)

Identifiants

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Ali Gannoun, Stéphane Girard, Christiane Guinot, Jerôme Saracco. Sliced Inverse Regression In Reference Curves Estimation. Computational Statistics and Data Analysis, 2004, 46 (1), pp.103-122. ⟨10.1016/S0167-9473(03)00141-5⟩. ⟨hal-00724646⟩
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