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Chi-squared tests in kth-moment sufficient dimension reduction

Title
Chi-squared tests in kth-moment sufficient dimension reduction
Authors
Yoo, Jae Keun
Ewha Authors
유재근
SCOPUS Author ID
유재근scopus
Issue Date
2013
Journal Title
JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION
ISSN
0094-9655JCR Link1563-5163JCR Link
Citation
vol. 83, no. 1, pp. 191 - 201
Keywords
chi-squared testskth-moment dimension reductionpredictor effect testsregressionsufficient dimension reduction62G0862H05
Publisher
TAYLOR & FRANCIS LTD
Indexed
SCIE; SCOPUS WOS
Abstract
We present a novel approach to sufficient dimension reduction for the conditional kth moments in regression. The approach provides a computationally feasible test for the dimension of the central kth-moment subspace. In addition, we can test predictor effects without assuming any models. All test statistics proposed in the novel approach have asymptotic chi-squared distributions.
DOI
10.1080/00949655.2011.635304
Appears in Collections:
자연과학대학 > 통계학전공 > Journal papers
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