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

DOI10.1016/j.jkss.2010.09.006zbMath1296.62098OpenAlexW1977631163MaRDI 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 reductionbootstrappingpredictor hypothesis testsvector correlation coefficient

Mathematics Subject Classification ID

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

Related Items

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

Uses Software

• alr3

Cites Work

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• Using the Bootstrap to Select One of a New Class of Dimension Reduction Methods
• Applied Linear Regression
• Dimension Reduction for the Conditionalkth Moment in Regression
• Dimension reduction in regression without matrix inversion
• Marginal tests with sliced average variance estimation
• RELATIONS BETWEEN TWO SETS OF VARIATES
• Comment