On determining the structural dimension via directional regression

  • Zhou Yu
  • , Yuexiao Dong*
  • , Ranwei Guo
  • *Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

1 Scopus citations

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 languageEnglish
Pages (from-to)987-992
Number of pages6
JournalStatistics and Probability Letters
Volume83
Issue number4
DOIs
StatePublished - Apr 2013

Keywords

  • Directional regression
  • Sequential tests
  • Sliced average variance estimation
  • Sliced inverse regression

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