Determining the dimension of the central subspace and central mean subspace
AbstractThe central subspace and central mean subspace are two important targets of sufficient dimension reduction. We propose a weighted chi-squared test to determine their dimensions based on matrices whose column spaces are exactly equal to the central subspace or the central mean subspace. The asymptotic distribution of the test statistic is obtained. Simulation examples are used to demonstrate the performance of this test. Copyright 2008, Oxford University Press.
Download InfoIf you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
Bibliographic InfoArticle provided by Biometrika Trust in its journal Biometrika.
Volume (Year): 95 (2008)
Issue (Month): 2 ()
Contact details of provider:
Postal: Oxford University Press, Great Clarendon Street, Oxford OX2 6DP, UK
Fax: 01865 267 985
Web page: http://biomet.oxfordjournals.org/
You can help add them by filling out this form.
CitEc Project, subscribe to its RSS feed for this item.
- Zhu, Li-Ping & Yu, Zhou & Zhu, Li-Xing, 2010. "A sparse eigen-decomposition estimation in semiparametric regression," Computational Statistics & Data Analysis, Elsevier, vol. 54(4), pages 976-986, April.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Oxford University Press) or (Christopher F. Baum).
If references are entirely missing, you can add them using this form.