改进的部分包络张量响应回归

IF 0.7 4区 数学 Q3 STATISTICS & PROBABILITY
Stat Pub Date : 2023-09-12 DOI:10.1002/sta4.615
Wenxing Guo, Narayanaswamy Balakrishnan, Shanshan Qin
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引用次数: 0

摘要

包络模型是一种有用的统计技术,可以应用于多元线性回归问题。它旨在通过足够的降维技术去除非物质信息,同时仍然获得效率并提供准确的参数估计。最近,开发了包络张量版本,将该技术扩展到张量数据。在这项工作中,提出了一个局部张量包络模型,当只有某些预测因子感兴趣时,它允许张量响应回归的简化版本。从理论上建立了回归系数估计量的相合性和渐近正态性,为所提出的方法提供了严格的基础。在使用模拟和现实世界数据的数值研究中,就与所选预测因子相关的回归系数的效率而言,偏张量包络模型被证明优于几种现有方法。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
A modified partial envelope tensor response regression
The envelope model is a useful statistical technique that can be applied to multivariate linear regression problems. It aims to remove immaterial information via sufficient dimension reduction techniques while still gaining efficiency and providing accurate parameter estimates. Recently, envelope tensor versions have been developed to extend this technique to tensor data. In this work, a partial tensor envelope model is proposed that allows for a parsimonious version of tensor response regression when only certain predictors are of interest. The consistency and asymptotic normality of the regression coefficients estimator are also established theoretically, which provides a rigorous foundation for the proposed method. In numerical studies using both simulated and real‐world data, the partial tensor envelope model is shown to outperform several existing methods in terms of the efficiency of the regression coefficients associated with the selected predictors.
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来源期刊
Stat
Stat Decision Sciences-Statistics, Probability and Uncertainty
CiteScore
1.10
自引率
0.00%
发文量
85
期刊介绍: Stat is an innovative electronic journal for the rapid publication of novel and topical research results, publishing compact articles of the highest quality in all areas of statistical endeavour. Its purpose is to provide a means of rapid sharing of important new theoretical, methodological and applied research. Stat is a joint venture between the International Statistical Institute and Wiley-Blackwell. Stat is characterised by: • Speed - a high-quality review process that aims to reach a decision within 20 days of submission. • Concision - a maximum article length of 10 pages of text, not including references. • Supporting materials - inclusion of electronic supporting materials including graphs, video, software, data and images. • Scope - addresses all areas of statistics and interdisciplinary areas. Stat is a scientific journal for the international community of statisticians and researchers and practitioners in allied quantitative disciplines.
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