Optimal sufficient dimension reduction for the conditional mean in multivariate regression

DOI10.1093/biomet/asm003zbMath1142.62360MaRDI QIDQ3512691

Jae Keun Yoo, R. Dennis Cook

Publication date: 21 July 2008

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/biomet/asm003

zbMATH Keywords

multivariate regression; sufficient dimension reduction; predictor effect test; multivariate conditional mean

Mathematics Subject Classification ID

62E20: Asymptotic distribution theory in statistics

62H15: Hypothesis testing in multivariate analysis

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