Assessing the number of linear components in a general regression problem

被引：48

作者：

Velilla, S ^{[1
]}

机构：

[1] Univ Carlos III Madrid, Dept Stat & Econometr, Madrid 28903, Spain

来源：

JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION | 1998年 / 93卷 / 443期

关键词：

asymptotic tests; dimension reduction; eigenvalues; sliced inverse regression;

D O I：

10.2307/2669852

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

This article presents a method for testing the dimension of a general regression model without assuming any specific model for the distribution of the repressors. Examples of application and comparisons with existing methods are also studied.

引用

页码：1088 / 1098

页数：11

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