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A note on marginal coordinate test in sufficient dimension reduction

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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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    References listed on IDEAS

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    1. Zhou Yu & Yuexiao Dong & Li-Xing Zhu, 2016. "Trace Pursuit: A General Framework for Model-Free Variable Selection," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 111(514), pages 813-821, April.
    2. Yu, Zhou & Dong, Yuexiao & Huang, Mian, 2014. "General directional regression," Journal of Multivariate Analysis, Elsevier, vol. 124(C), pages 94-104.
    3. Yin, Xiangrong & Li, Bing & Cook, R. Dennis, 2008. "Successive direction extraction for estimating the central subspace in a multiple-index regression," Journal of Multivariate Analysis, Elsevier, vol. 99(8), pages 1733-1757, September.
    4. Yongwu Shao & R. Dennis Cook & Sanford Weisberg, 2007. "Marginal tests with sliced average variance estimation," Biometrika, Biometrika Trust, vol. 94(2), pages 285-296.
    5. Yanyuan Ma & Liping Zhu, 2013. "A Review on Dimension Reduction," International Statistical Review, International Statistical Institute, vol. 81(1), pages 134-150, April.
    6. Li, Bing & Wang, Shaoli, 2007. "On Directional Regression for Dimension Reduction," Journal of the American Statistical Association, American Statistical Association, vol. 102, pages 997-1008, September.
    Full references (including those not matched with items on IDEAS)

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