Asymptotic distribution of test statistic for the covariance dimension reduction methods in regression

Xiangrong Yin; R. Dennis Cook

doi:10.1016/j.spl.2004.04.010

Asymptotic distribution of test statistic for the covariance dimension reduction methods in regression

Xiangrong Yin, R. Dennis Cook

Statistics (Twin Cities)

Research output: Contribution to journal › Article › peer-review

2 Scopus citations

Abstract

Yin and Cook (J. Roy. Statist. Soc. Ser. B Part 2 64 (2002) 159) recently introduced a new dimension reduction method for regression called Cov_k. Here, we develop the asymptotic distribution of the Cov_k test statistic for dimension under weak assumptions. This serves as an analytic counterpart to the permutation test suggested by Yin and Cook.

Original language	English (US)
Pages (from-to)	421-427
Number of pages	7
Journal	Statistics and Probability Letters
Volume	68
Issue number	4
DOIs	https://doi.org/10.1016/j.spl.2004.04.010
State	Published - Jul 15 2004

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Copyright 2004 Elsevier B.V., All rights reserved.

Keywords

Asymptotics
Central subspaces
Dimension reduction subspaces
Regression graphics

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KW - Regression graphics

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Asymptotic distribution of test statistic for the covariance dimension reduction methods in regression

Abstract

Bibliographical note

Keywords

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