TY - JOUR
T1 - On permutation tests for predictor contribution in sufficient dimension reduction
AU - Dong, Yuexiao
AU - Yang, Chaozheng
AU - Yu, Zhou
N1 - Publisher Copyright:
© 2016 Elsevier Inc.
PY - 2016/7/1
Y1 - 2016/7/1
N2 - To test predictor contribution in a model-free fashion, marginal coordinate tests based on sliced inverse regression (SIR) and sliced average variance estimation (SAVE) have been studied in Cook (2004), and Shao et al. (2007) respectively. Estimating the null distributions of the test statistics is a critical step for such tests. We propose a novel permutation test approach to facilitate the marginal coordinate tests, which applies to existing tests based on SIR and SAVE, and can be readily extended to a new marginal coordinate test based on directional regression (Li and Wang, 2007).
AB - To test predictor contribution in a model-free fashion, marginal coordinate tests based on sliced inverse regression (SIR) and sliced average variance estimation (SAVE) have been studied in Cook (2004), and Shao et al. (2007) respectively. Estimating the null distributions of the test statistics is a critical step for such tests. We propose a novel permutation test approach to facilitate the marginal coordinate tests, which applies to existing tests based on SIR and SAVE, and can be readily extended to a new marginal coordinate test based on directional regression (Li and Wang, 2007).
KW - Directional regression
KW - Nonparametric test
KW - Sliced average variance estimation
KW - Sliced inverse regression
UR - https://www.scopus.com/pages/publications/84964507644
U2 - 10.1016/j.jmva.2016.02.019
DO - 10.1016/j.jmva.2016.02.019
M3 - 文章
AN - SCOPUS:84964507644
SN - 0047-259X
VL - 149
SP - 81
EP - 91
JO - Journal of Multivariate Analysis
JF - Journal of Multivariate Analysis
ER -