Partial moment-based sufficient dimension reduction

In this paper, a partial moment-based sufficient dimension reduction methodology is developed. This extends and generalizes some existing methods and enables us to test predictor contributions. All tests in the proposed method are done with chi-squared distributions.

MoreLess

Year of publication:	2009
Authors:	Yoo, Jae Keun
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 79.2009, 4, p. 450-456
Publisher:	Elsevier

More details

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

Persistent link: https://www.econbiz.de/10005254250