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Optimal subspace estimation using overidentifying vectors via generalized method of moments

Jianqing Fan Yiqiao Zhong

Statistics Theory and Methods mathscidoc:1912.43411

arXiv preprint arXiv:1805.02826, 2018.5
Many statistical models seek relationship between variables via subspaces of reduced dimensions. For instance, in factor models, variables are roughly distributed around a low dimensional subspace determined by the loading matrix; in mixed linear regression models, the coefficient vectors for different mixtures form a subspace that captures all regression functions; in multiple index models, the effect of covariates is summarized by the effective dimension reduction space.
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@inproceedings{jianqing2018optimal,
  title={Optimal subspace estimation using overidentifying vectors via generalized method of moments},
  author={Jianqing Fan, and Yiqiao Zhong},
  url={http://archive.ymsc.tsinghua.edu.cn/pacm_paperurl/20191221114247375254971},
  booktitle={arXiv preprint arXiv:1805.02826},
  year={2018},
}
Jianqing Fan, and Yiqiao Zhong. Optimal subspace estimation using overidentifying vectors via generalized method of moments. 2018. In arXiv preprint arXiv:1805.02826. http://archive.ymsc.tsinghua.edu.cn/pacm_paperurl/20191221114247375254971.
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