Skip Navigation


Biometrika Advance Access originally published online on February 28, 2007
Biometrika 2007 94(2):285-296; doi:10.1093/biomet/asm021
This Article
Right arrow Full Text
Right arrow Full Text (PDF)
Right arrow All Versions of this Article:
94/2/285    most recent
asm021v1
Right arrow Alert me when this article is cited
Right arrow Alert me if a correction is posted
Services
Right arrow Email this article to a friend
Right arrow Similar articles in this journal
Right arrow Alert me to new issues of the journal
Right arrow Add to My Personal Archive
Right arrow Download to citation manager
Right arrowRequest Permissions
Google Scholar
Right arrow Articles by Shao, Y.
Right arrow Articles by Weisberg, S.
Right arrow Search for Related Content
Social Bookmarking
Add to CiteULike   Add to Connotea   Add to Del.icio.us  
What's this?

Copyright © 2007 Biometrika Trust

Articles

Marginal tests with sliced average variance estimation

Yongwu Shao, R. Dennis Cook and Sanford Weisberg

School of Statistics, University of Minnesota, Minneapolis, Minnesota 55455, U.S.A.

ywshao{at}stat.umn.edu

dennis{at}stat.umn.edu

sandy{at}stat.umn.edu

Received for publication 1 December 2005. Revision received 1 June 2006.
  Abstract

We present a new computationally feasible test for the dimension of the central subspace in a regression problem based on sliced average variance estimation. We also provide a marginal coordinate test. Under the null hypothesis, both the test of dimension and the marginal coordinate test involve test statistics that asymptotically have chi-squared distributions given normally distributed predictors, and have a distribution that is a linear combination of chi-squared distributions in general.

Key Words: marginal coordinate test • sufficient dimension reduction


Add to CiteULike CiteULike   Add to Connotea Connotea   Add to Del.icio.us Del.icio.us    What's this?




Disclaimer: Please note that abstracts for content published before 1996 were created through digital scanning and may therefore not exactly replicate the text of the original print issues. All efforts have been made to ensure accuracy, but the Publisher will not be held responsible for any remaining inaccuracies. If you require any further clarification, please contact our Customer Services Department.