Sufficient dimension reduction for the conditional mean with a categorical predictor in multivariate regression

DOI10.1016/j.jmva.2008.01.010zbMath1144.62039OpenAlexW1991004945MaRDI QIDQ943616

Jae Keun Yoo

Publication date: 10 September 2008

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2008.01.010

zbMATH Keywords

multivariate regressioncategorical predictorpartial dimension reductionpredictor effect test

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10) Estimation in multivariate analysis (62H12) Asymptotic properties of nonparametric inference (62G20)

Related Items (5)

Fused sliced average variance estimation ⋮ Efficient dimension reduction for multivariate response data ⋮ Minimum average variance estimation with group Lasso for the multivariate response central mean subspace ⋮ Sufficient dimension reduction in multivariate regressions with categorical predictors ⋮ On the extension of sliced average variance estimation to multivariate regression

Cites Work

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• Asymptotic Theory of Overparameterized Structural Models
• Sliced Inverse Regression for Dimension Reduction
• Mean and Covariance Structure Analysis: Theoretical and Practical Improvements
• A Model-Free Test for Reduced Rank in Multivariate Regression
• Dimension Reduction for Multivariate Response Data
• Dimension Reduction for the Conditionalkth Moment in Regression
• Sufficient Dimension Reduction via Inverse Regression

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