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

Xiangrong Yin and R. Dennis Cook

Statistics & Probability Letters, 2004, vol. 68, issue 4, 421-427

Abstract: 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.

Keywords: Asymptotics; Central; subspaces; Dimension; reduction; subspaces; Regression; graphics (search for similar items in EconPapers)
Date: 2004
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