Name
Abstract | ||
|---|---|---|
To test predictor contribution in a model-free fashion, marginal coordinate tests based on sliced inverse regression (SIR) and sliced average variance estimation (SAVE) have been studied in Cook (2004), and Shao et al. (2007) respectively. Estimating the null distributions of the test statistics is a critical step for such tests. We propose a novel permutation test approach to facilitate the marginal coordinate tests, which applies to existing tests based on SIR and SAVE, and can be readily extended to a new marginal coordinate test based on directional regression (Li and Wang, 2007). |
Year | DOI | Venue |
|---|---|---|
2016 | 10.1016/j.jmva.2016.02.019 | Journal of Multivariate Analysis |
Keywords | Field | DocType |
62F03,62F05 | Econometrics,Regression,Sliced inverse regression,Variance estimation,Permutation,Nonparametric statistics,Statistics,Resampling,Sufficient dimension reduction,Statistical hypothesis testing,Mathematics | Journal |
Volume | Issue | ISSN |
149 | C | 0047-259X |
Citations | PageRank | References |
0 | 0.34 | 1 |
Authors | ||
3 | ||
Name | Order | Citations | PageRank |
|---|---|---|---|
| Yuexiao Dong | 1 | 3 | 4.67 |
| Chaozheng Yang | 2 | 0 | 0.34 |
| Zhou Yu | 3 | 278 | 39.88 |