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Determining the dimension of the central subspace and central mean subspace


  • Peng Zeng


The 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.

Suggested Citation

  • Peng Zeng, 2008. "Determining the dimension of the central subspace and central mean subspace," Biometrika, Biometrika Trust, vol. 95(2), pages 469-479.
  • Handle: RePEc:oup:biomet:v:95:y:2008:i:2:p:469-479

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    1. repec:eee:jmvana:v:163:y:2018:i:c:p:37-50 is not listed on IDEAS
    2. 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.

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