A bootstrap method for assessing the dimension of a general regression problem

DOI10.1016/J.SPL.2006.07.020MaRDI QIDQ871006zbMATH OpenOpenAlexFDO

Authors M. Pilar Barrios, Santiago Velilla

Publication date 15 March 2007

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2006.07.020

zbMATH Keywords

eigenvaluesresamplingsliced inverse regression (SIR)dimension reduction subspacesnormal probability plots

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Linear inference, regression (62J99) Nonparametric statistical resampling methods (62G09) Hypothesis testing in multivariate analysis (62H15)

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Cites work

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• scientific article; zbMATH DE number 1471718 (Why is no real title available?)
• scientific article; zbMATH DE number 1833045 (Why is no real title available?)
• A Model-Free Test for Reduced Rank in Multivariate Regression
• Assessing the Number of Linear Components in a General Regression Problem
• Comment
• Contributions of empirical and quantile processes to the asymptotic theory of goodness-of-fit tests. (With comments)
• Correction to: Bootstrap tests and confidence regions for functions of a covariance matrix
• Dimension Reduction in Binary Response Regression
• Extending Sliced Inverse Regression
• Identifying Regression Outliers and Mixtures Graphically
• On Wielandt's inequality and its application to the asymptotic distribution of the eigenvalues of a random symmetric matrix
• Sliced Inverse Regression for Dimension Reduction
• Some asymptotic theory for the bootstrap
• The jackknife and bootstrap
• Theory & Methods: Special Invited Paper: Dimension Reduction and Visualization in Discriminant Analysis (with discussion)
• Using the Bootstrap to Select One of a New Class of Dimension Reduction Methods

Cited in

(14)

• Using the Bootstrap to Select One of a New Class of Dimension Reduction Methods
• Bootstrap testing of the rank of a matrix via least-squared constrained estimation
• Advances in seeded dimension reduction: bootstrap criteria and extensions
• Assessing the Number of Linear Components in a General Regression Problem
• An empirical process view of inverse regression
• A sliced inverse regression approach for a stratified population
• A new sliced inverse regression method for multivariate response
• Variable importance assessment in sliced inverse regression for variable selection
• Overlapping sliced inverse regression for dimension reduction
• A sliced inverse regression approach for data stream
• Cluster-based sliced inverse regression
• Student sliced inverse regression
• Bagging Versions of Sliced Inverse Regression
• Statistical Applications of a Metric on Subspaces to Satellite Meteorology

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Uses Software

• ARC

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