Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
5129453 | Journal of Multivariate Analysis | 2017 | 10 Pages |
Abstract
Liu et al. (2015) proposed a novel link-free procedure for testing whether two multi-index models share identical indices via the sufficient dimension reduction approach. However, their method can only be applied to data with two populations. In practice, we often deal with situations where the same variables are being measured on objects from three or more groups, and we would like to know how similar these groups are with respect to some overall features. In this paper, we propose a link-free method which could test if three or more multi-index models share the same indices. The asymptotic properties of our test statistic are developed. Numerical studies and a real data analysis are conducted to illustrate the performance of our method.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Numerical Analysis
Authors
Xuejing Liu, Lei Huo, Xuerong Meggie Wen, Robert Paige,