Unified predictor hypothesis tests in sufficient dimension reduction: a bootstrap approach

DOI10.1016/j.jkss.2010.09.006zbMath1296.62098MaRDI QIDQ458116

Jae Keun Yoo

Publication date: 30 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.2010.09.006

zbMATH Keywords

sufficient dimension reduction; bootstrapping; predictor hypothesis tests; vector correlation coefficient

Mathematics Subject Classification ID

62G08: Nonparametric regression and quantile regression

62H15: Hypothesis testing in multivariate analysis

62H20: Measures of association (correlation, canonical correlation, etc.)

62H05: Characterization and structure theory for multivariate probability distributions; copulas

62G09: Nonparametric statistical resampling methods

Related Items

Multiple-index approach to multiple autoregressive time series model, Heteroscedastic modelling via the autoregressive conditional variance subspace

Uses Software

• alr3

Cites Work

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• Dimension Reduction for the Conditionalkth Moment in Regression
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• Marginal tests with sliced average variance estimation
• RELATIONS BETWEEN TWO SETS OF VARIATES
• Comment