A theoretical note on optimal sufficient dimension reduction with singularity

In this paper, we discuss an optimal sufficient dimension reduction through minimizing a quadratic objective function proposed by Cook and Ni (2005) with singular inner-product matrix. Within a less restrictive class of inner-product matrices, a generalized inverse of the consistent estimator of the asymptotic covariance matrix gives us the benefit of χ2 statistic and asymptotic efficiency within a subclass.

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Year of publication:	2015
Authors:	Yoo, Jae Keun
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 99.2015, C, p. 109-113
Publisher:	Elsevier
Subject:	χ2 test \| Minimum discrepancy approach \| Singularity \| Sufficient dimension reduction

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10011208312