Asymptotic distribution of test statistic for the covariance dimension reduction methods in regression
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References listed on IDEAS
- Eaton, M. L. & Tyler, D., 1994. "The Asymptotic Distribution of Singular-Values with Applications to Canonical Correlations and Correspondence Analysis," Journal of Multivariate Analysis, Elsevier, vol. 50(2), pages 238-264, August.
- Xiangrong Yin & R. Dennis Cook, 2002. "Dimension reduction for the conditional "k"th moment in regression," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 64(2), pages 159-175.
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KeywordsAsymptotics Central subspaces Dimension reduction subspaces Regression graphics;
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