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

DOI10.1016/J.JKSS.2010.09.006MaRDI QIDQ458116zbMATH OpenOpenAlexFDO

Authors 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 reductionbootstrappingpredictor hypothesis testsvector correlation coefficient

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric statistical resampling methods (62G09) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Hypothesis testing in multivariate analysis (62H15) Measures of association (correlation, canonical correlation, etc.) (62H20)

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Cites work

• scientific article; zbMATH DE number 3782216 (Why is no real title available?)
• scientific article; zbMATH DE number 1220060 (Why is no real title available?)
• Applied Linear Regression
• Comment
• Dimension Reduction for the Conditionalkth Moment in Regression
• Dimension reduction for conditional mean in regression
• Dimension reduction in regression without matrix inversion
• Marginal tests with sliced average variance estimation
• On Principal Hessian Directions for Data Visualization and Dimension Reduction: Another Application of Stein's Lemma
• Principal Hessian Directions Revisited
• RELATIONS BETWEEN TWO SETS OF VARIATES
• Sliced Inverse Regression for Dimension Reduction
• Testing predictor contributions in sufficient dimension reduction.
• Using the Bootstrap to Select One of a New Class of Dimension Reduction Methods

Cited in

(3)

• Heteroscedastic modelling via the autoregressive conditional variance subspace
• Multiple-index approach to multiple autoregressive time series model
• Using the Bootstrap to Select One of a New Class of Dimension Reduction Methods

Describes a project that uses

Uses Software

• alr3

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