Abstract
Specifying the structural dimension is an important first step for the sufficient dimension reduction methodology. Based on the popular sequential test approach, we propose a novel test statistic via directional regression to determine the structural dimension in this paper.
| Original language | English |
|---|---|
| Pages (from-to) | 987-992 |
| Number of pages | 6 |
| Journal | Statistics and Probability Letters |
| Volume | 83 |
| Issue number | 4 |
| DOIs | |
| State | Published - Apr 2013 |
Keywords
- Directional regression
- Sequential tests
- Sliced average variance estimation
- Sliced inverse regression