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Asymptotic distribution of test statistic for the covariance dimension reduction methods in regression

Yin and Cook (J. Roy. Statist. Soc. Ser. B Part 2 64 (2002) 159) recently introduced a new dimension reduction method for regression called Covk. Here, we develop the asymptotic distribution of the Covk test statistic for dimension under weak assumptions. This serves as an analytic counterpart to the permutation test suggested by Yin and Cook.
Year of publication:
2004
Authors: Yin, Xiangrong ; Dennis Cook, R.
Published in:
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 68.2004, 4, p. 421-427
Publisher: Elsevier
Keywords: Asymptotics Central subspaces Dimension reduction subspaces Regression graphics
Type of publication: Article
Source:
Persistent link: https://www.econbiz.de/10005138344
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