A note on statistical inference for differences of covariances

DOI10.1016/J.JKSS.2012.04.004MaRDI QIDQ457634zbMATH OpenOpenAlexFDO

Authors Hakbae Lee

Publication date 29 September 2014

Published in Journal of the Korean Statistical Society (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jkss.2012.04.004

zbMATH Keywords

dimension reductioncentral subspacesufficient dimension reductiondifferences of covariances

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

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Cites work

• scientific article; zbMATH DE number 3890493 (Why is no real title available?)
• scientific article; zbMATH DE number 3942782 (Why is no real title available?)
• scientific article; zbMATH DE number 1220060 (Why is no real title available?)
• Dimension Reduction in Binary Response Regression
• On Principal Hessian Directions for Data Visualization and Dimension Reduction: Another Application of Stein's Lemma
• On Wielandt's inequality and its application to the asymptotic distribution of the eigenvalues of a random symmetric matrix
• On the Interpretation of Regression Plots
• Sliced Inverse Regression for Dimension Reduction

Cited in

(2)

• Computation of the factorized error covariance of the difference between correlated estimators
• Response to ``A note on the standardized covariance

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