On determining the structural dimension via directional regression

Zhou Yu, Yuexiao Dong and Ranwei Guo

Statistics & Probability Letters, 2013, vol. 83, issue 4, 987-992

Abstract: 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.

Keywords: Directional regression; Sequential tests; Sliced average variance estimation; Sliced inverse regression (search for similar items in EconPapers)
Date: 2013
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Persistent link: https://EconPapers.repec.org/RePEc:eee:stapro:v:83:y:2013:i:4:p:987-992

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DOI: 10.1016/j.spl.2012.12.022

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