Paper Info
Title
On testing common indices for two multi-index models: A link-free approach.
Abstract
We propose a link-free procedure for testing whether two multi-index models share identical indices via the sufficient dimension reduction approach. Test statistics are developed based upon three different sufficient dimension reduction methods: (i) sliced inverse regression, (ii) sliced average variance estimation and (iii) directional regression. The asymptotic null distributions of our test statistics are derived. Monte Carlo studies are performed to investigate the efficacy of our proposed methods. A real-world application is also considered.
Year
DOI
Venue
2015
10.1016/j.jmva.2015.01.009
Journal of Multivariate Analysis
Keywords
DocType
Volume
62H86,62H15,62H25,62G08
Journal
136
Issue
ISSN
Citations 
C
0047-259X
0
PageRank 
References 
Authors
0.34
2
4
Name
Order
Citations
PageRank
Xuejing Liu1163.04
Zhou Yu273.08
Xuerong Meggie Wen300.68
Robert Paige400.34