A chi-square test for dimensionality with non-Gaussian data

DOI10.1016/S0047-259X(03)00056-3zbMath1032.62054MaRDI QIDQ1421861

Xuming He, Zhi-Dong Bai

Publication date: 3 February 2004

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

zbMATH Keywords

SIR modelsDimension reductionCanonical correlationChi-square testInverse regression

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic distribution theory in statistics (62E20) Measures of association (correlation, canonical correlation, etc.) (62H20) General nonlinear regression (62J02)

Related Items

A new sliced inverse regression method for multivariate response, Dimension estimation in sufficient dimension reduction: a unifying approach, Asymptotic expansions in the singular value decomposition for cross covariance and correlation under nonnormality, Application of the Bootstrap Approach to the Choice of Dimension and the α Parameter in the SIR_αMethod, Asymptotic expansions of the distributions of estimators in canonical correlation analysis under nonnormality, Advanced topics in sliced inverse regression, Overlapping sliced inverse regression for dimension reduction, On estimation of the dimensionality in linear canonical analysis, Some extensions of multivariate sliced inverse regression

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