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

DOI10.1016/J.JKSS.2010.09.006zbMATH Open1296.62098OpenAlexW1977631163MaRDI QIDQ458116FDOQ458116

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

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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)

Cites Work

• Applied Linear Regression
• Testing predictor contributions in sufficient dimension reduction.
• Title not available (Why is that?)
• Sliced Inverse Regression for Dimension Reduction
• Comment
• Dimension reduction in regression without matrix inversion
• RELATIONS BETWEEN TWO SETS OF VARIATES
• Title not available (Why is that?)
• Dimension reduction for conditional mean in regression
• On Principal Hessian Directions for Data Visualization and Dimension Reduction: Another Application of Stein's Lemma
• Dimension Reduction for the Conditionalkth Moment in Regression
• Marginal tests with sliced average variance estimation
• Principal Hessian Directions Revisited
• 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

Uses Software

• alr3

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