Optimal sufficient dimension reduction for the conditional mean in multivariate regression

DOI10.1093/BIOMET/ASM003zbMath1142.62360OpenAlexW1963892421MaRDI QIDQ3512691

Jae Keun Yoo, R. Dennis Cook

Publication date: 21 July 2008

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/biomet/asm003

zbMATH Keywords

multivariate regressionsufficient dimension reductionpredictor effect testmultivariate conditional mean

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15)

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