Concordance-based estimation approaches for the optimal sufficient dimension reduction score

Shao Hsuan Wang, Chin Tsang Chiang

Research output: Contribution to journalArticlepeer-review


To characterize the dependence of a response on covariates of interest, a monotonic structure is linked to a multivariate polynomial transformation of the central subspace (CS) directions with unknown structural degree and dimension. Under a very general semiparametric model formulation, such a sufficient dimension reduction (SDR) score is shown to enjoy the existence, optimality, and uniqueness up to scale and location in the defined concordance probability function. In light of these properties and its single-index representation, two types of concordance-based generalized Bayesian information criteria are constructed to estimate the optimal SDR score and the maximum concordance index. The estimation criteria are further carried out by effective computational procedures. Generally speaking, the outer product of gradients estimation in the first approach has an advantage in computational efficiency and the parameterization system in the second approach greatly reduces the number of parameters in estimation. Different from most existing SDR approaches, only one CS direction is required to be continuous in the proposals. Moreover, the consistency of structural degree and dimension estimators and the asymptotic normality of the optimal SDR score and maximum concordance index estimators are established under some suitable conditions. The performance and practicality of our methodology are also investigated through simulations and empirical illustrations.

Original languageEnglish
Pages (from-to)662-689
Number of pages28
JournalScandinavian Journal of Statistics
Issue number3
StatePublished - 1 Sep 2020


  • central subspace
  • concordance probability function
  • concordance-based generalized BIC
  • optimal sufficient dimension reduction (SDR) score
  • structural degree
  • structural dimension


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