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

DOI10.1016/J.SPL.2006.07.020zbMATH Open1126.62026OpenAlexW2052095699MaRDI QIDQ871006FDOQ871006

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

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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)

Cites Work

• Sliced Inverse Regression for Dimension Reduction
• Extending Sliced Inverse Regression
• Theory & Methods: Special Invited Paper: Dimension Reduction and Visualization in Discriminant Analysis (with discussion)
• Comment
• Title not available (Why is that?)
• The jackknife and bootstrap
• A Model-Free Test for Reduced Rank in Multivariate Regression
• Some asymptotic theory for the bootstrap
• Contributions of empirical and quantile processes to the asymptotic theory of goodness-of-fit tests. (With comments)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Using the Bootstrap to Select One of a New Class of Dimension Reduction Methods
• Identifying Regression Outliers and Mixtures Graphically
• Dimension Reduction in Binary Response Regression
• On Wielandt's inequality and its application to the asymptotic distribution of the eigenvalues of a random symmetric matrix
• Title not available (Why is that?)
• Correction to: Bootstrap tests and confidence regions for functions of a covariance matrix
• Title not available (Why is that?)
• Assessing the Number of Linear Components in a General Regression Problem

Cited In (13)

• 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
• Bootstrap Testing of the Rank of a Matrix via Least-Squared Constrained Estimation
• Bagging Versions of Sliced Inverse Regression
• Statistical Applications of a Metric on Subspaces to Satellite Meteorology
• Using the Bootstrap to Select One of a New Class of Dimension Reduction Methods

Uses Software

• ARC

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