A note on statistical inference for differences of covariances

DOI10.1016/J.JKSS.2012.04.004zbMATH Open1296.62091OpenAlexW1974770708MaRDI QIDQ457634FDOQ457634

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

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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)

Cites Work

• Title not available (Why is that?)
• Sliced Inverse Regression for Dimension Reduction
• Title not available (Why is that?)
• On the Interpretation of Regression Plots
• On Principal Hessian Directions for Data Visualization and Dimension Reduction: Another Application of Stein's Lemma
• Dimension Reduction in Binary Response Regression
• On Wielandt's inequality and its application to the asymptotic distribution of the eigenvalues of a random symmetric matrix
• Title not available (Why is that?)

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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