Marginal tests with sliced average variance estimation

Yongwu Shao, R. Dennis Cook and Sanford Weisberg

Biometrika, 2007, vol. 94, issue 2, 285-296

Abstract: We present a new computationally feasible test for the dimension of the central subspace in a regression problem based on sliced average variance estimation. We also provide a marginal coordinate test. Under the null hypothesis, both the test of dimension and the marginal coordinate test involve test statistics that asymptotically have chi-squared distributions given normally distributed predictors, and have a distribution that is a linear combination of chi-squared distributions in general. Copyright 2007, Oxford University Press.

Date: 2007
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