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A note on marginal coordinate test in sufficient dimension reduction

Author

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  • Dong, Yuexiao
  • Li, Zeda

Abstract

We revisit marginal coordinate hypotheses (MCH) (Cook, 2004) under the framework of testing predictor contributions to the response without a parametric model. A new test for MCH is proposed as an extension of Yu et al. (2016).

Suggested Citation

  • Dong, Yuexiao & Li, Zeda, 2024. "A note on marginal coordinate test in sufficient dimension reduction," Statistics & Probability Letters, Elsevier, vol. 204(C).
    • Handle: RePEc:eee:stapro:v:204:y:2024:i:c:s0167715223001712
    DOI: 10.1016/j.spl.2023.109947
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