Asymptotic distributions for testing dimensionality in q-based pHd

We show that the test statistic for dimension in q-based principal Hessian directions (pHd) is distributed as a linear combination of [chi]2 random variables. Simpler distributions can result depending on the distribution of the predictors and the adequacy of the quadratic model.

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Year of publication:	2002
Authors:	Cook, R. Dennis ; Yin, Xiangrong
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 58.2002, 3, p. 233-243
Publisher:	Elsevier
Keywords:	Dimension-reduction subspace Central subspaces Regression graphics pHd Asymptotic distribution

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

Persistent link: https://www.econbiz.de/10005254116