SUFFICIENT DIMENSION REDUCTION UNDER DIMENSION-REDUCTION-BASED IMPUTATION WITH PREDICTORS MISSING AT RANDOM

doi:10.5705/ss.202017.0288

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	SUFFICIENT DIMENSION REDUCTION UNDER DIMENSION-REDUCTION-BASED IMPUTATION WITH PREDICTORS MISSING AT RANDOM
	Yang, Xiaojie 1; Wang, Qihua1,2
刊名	STATISTICA SINICA
	2019-10-01
卷号	29 期号:4 页码:1751-1778
关键词	Kernel imputation missing at random missing predictors sliced inverse regression sufficient dimension reduction
ISSN号	1017-0405
DOI	10.5705/ss.202017.0288
英文摘要	In some practical problems, a subset of predictors may be subject to missingness, especially when the dimension of the predictors is high. In this case, the standard sufficient dimension-reduction (SDR) methods cannot be applied directly to avoid the curse of dimensionality. Therefore, a dimension-reduction-based imputation method is developed such that any spectral-decomposition-based SDR method for full data can be applied to the case where predictors are missing at random. The sliced inverse regression (SIR) technique is used to illustrate this procedure. The proposed imputation estimator of the candidate matrix for the SIR, called the DRI-SIR estimator, is asymptotically normal under some mild conditions. Hence, the resulting estimator of the central subspace is root-n consistent. The finite-sample performances of the proposed method is evaluated through comprehensive simulations and real data are analyzed in an application of the method.
资助项目	National Natural Science Foundation of China[11871460] ; National Natural Science Foundation of China[11331011] ; program for Creative Research Group of National Natural Science Foundation of China[61621003]
WOS研究方向	Mathematics
语种	英语
出版者	STATISTICA SINICA
WOS记录号	WOS:000484829500004
内容类型	期刊论文
源URL	[http://ir.amss.ac.cn/handle/2S8OKBNM/35543]
专题	应用数学研究所
通讯作者	Yang, Xiaojie
作者单位	1.Chinese Acad Sci, Acad Math & Syst Sci, 55 Zhongguancun East Rd, Beijing 100190, Peoples R China 2.Zhejiang Gongshang Univ, Sch Stat & Math, Hangzhou 310018, Zhejiang, Peoples R China
推荐引用方式 GB/T 7714	Yang, Xiaojie,Wang, Qihua. SUFFICIENT DIMENSION REDUCTION UNDER DIMENSION-REDUCTION-BASED IMPUTATION WITH PREDICTORS MISSING AT RANDOM[J]. STATISTICA SINICA,2019,29(4):1751-1778.
APA	Yang, Xiaojie,&Wang, Qihua.(2019).SUFFICIENT DIMENSION REDUCTION UNDER DIMENSION-REDUCTION-BASED IMPUTATION WITH PREDICTORS MISSING AT RANDOM.STATISTICA SINICA,29(4),1751-1778.
MLA	Yang, Xiaojie,et al."SUFFICIENT DIMENSION REDUCTION UNDER DIMENSION-REDUCTION-BASED IMPUTATION WITH PREDICTORS MISSING AT RANDOM".STATISTICA SINICA 29.4(2019):1751-1778.