A chi-square test for dimensionality with non-Gaussian data

DOI10.1016/S0047-259X(03)00056-3MaRDI QIDQ1421861zbMATH OpenFDO

Authors Xuming He, Zhidong Bai

Publication date 3 February 2004

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL http://scholarbank.nus.edu.sg/handle/10635/104923

zbMATH Keywords

Canonical correlationChi-square testDimension reductionInverse regressionSIR models

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Nonparametric hypothesis testing (62G10) Measures of association (correlation, canonical correlation, etc.) (62H20) General nonlinear regression (62J02)

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Cites work

• scientific article; zbMATH DE number 4062374 (Why is no real title available?)
• scientific article; zbMATH DE number 1347881 (Why is no real title available?)
• scientific article; zbMATH DE number 1850469 (Why is no real title available?)
• scientific article; zbMATH DE number 3347516 (Why is no real title available?)
• Maximum Properties and Inequalities for the Eigenvalues of Completely Continuous Operators
• Miscellanea. Linear regression after spline transformation
• On the central limit theorem in \(R^ p\) when p\(\rightarrow \infty\)
• Principal Hessian Directions Revisited
• Sliced Inverse Regression for Dimension Reduction
• Slicing regression: A link-free regression method
• The asymptotic distribution of singular values with applications to canonical correlations and correspondence analysis
• Theory & Methods: Special Invited Paper: Dimension Reduction and Visualization in Discriminant Analysis (with discussion)

Cited in

(12)

• The limiting distribution of a test for multivariate structure
• A new sliced inverse regression method for multivariate response
• Advanced topics in sliced inverse regression
• Asymptotic expansions of the distributions of estimators in canonical correlation analysis under nonnormality
• On estimation of the dimensionality in linear canonical analysis
• Some extensions of multivariate sliced inverse regression
• Application of the Bootstrap Approach to the Choice of Dimension and the α Parameter in the SIR_αMethod
• scientific article; zbMATH DE number 3994786 (Why is no real title available?)
• Assessing Corrections to the Weighted Chi-Squared Test for Dimension
• Overlapping sliced inverse regression for dimension reduction
• Dimension estimation in sufficient dimension reduction: a unifying approach
• Asymptotic expansions in the singular value decomposition for cross covariance and correlation under nonnormality

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