کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
417175 681464 2008 10 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Response dimension reduction for the conditional mean in multivariate regression
موضوعات مرتبط
مهندسی و علوم پایه مهندسی کامپیوتر نظریه محاسباتی و ریاضیات
پیش نمایش صفحه اول مقاله
Response dimension reduction for the conditional mean in multivariate regression
چکیده انگلیسی

Sufficient dimension reduction methodologies in regression have been developed in the past decade, focusing mostly on predictors. Here, we propose a methodology to reduce the dimension of the response vector in multivariate regression, without loss of information about the conditional mean. The asymptotic distributions of dimension test statistics are chi-squared distributions, and an estimate of the dimension reduction subspace is asymptotically efficient. Moreover, the proposed methodology enables us to test response effects for the conditional mean. Properties of the proposed method are studied via simulation.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Computational Statistics & Data Analysis - Volume 53, Issue 2, 15 December 2008, Pages 334–343
نویسندگان
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