On determining the structural dimension via directional regression

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.

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Year of publication:	2013
Authors:	Yu, Zhou ; Dong, Yuexiao ; Guo, Ranwei
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 83.2013, 4, p. 987-992
Publisher:	Elsevier
Subject:	Directional regression \| Sequential tests \| Sliced average variance estimation \| Sliced inverse regression

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

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