A note on statistical inference for differences of covariances

DOI10.1016/J.JKSS.2012.04.004zbMath1296.62091OpenAlexW1974770708MaRDI QIDQ457634

Hakbae Lee

Publication date: 29 September 2014

Published in: Journal of the Korean Statistical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jkss.2012.04.004

zbMATH Keywords

dimension reductionsufficient dimension reductioncentral subspacedifferences of covariances

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Cites Work

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• On Wielandt's inequality and its application to the asymptotic distribution of the eigenvalues of a random symmetric matrix
• Sliced Inverse Regression for Dimension Reduction
• On Principal Hessian Directions for Data Visualization and Dimension Reduction: Another Application of Stein's Lemma
• On the Interpretation of Regression Plots
• Dimension Reduction in Binary Response Regression

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