On permutation tests for predictor contribution in sufficient dimension reduction

JOURNAL OF MULTIVARIATE ANALYSIS

卷:149

Article

Dong, Yuexiao¹  Yang, Chaozheng¹  Yu, Zhou² 

[1] Temple Univ, Dept Stat, Philadelphia, PA 19122 USA

[2] E China Normal Univ, Sch Stat, Shanghai 200241, Peoples R China

关键词: Nonparametric test;    Directional regression;    Sliced average variance estimation;    Sliced inverse regression;   

DOI  :  10.1016/j.jmva.2016.02.019

来源: Elsevier

【 摘 要 】

To test predictor contribution in a model-free fashion, marginal coordinate tests based on sliced inverse regression (SIR) and sliced average variance estimation (SAVE) have been studied in Cook (2004), and Shao et al. (2007) respectively. Estimating the null distributions of the test statistics is a critical step for such tests. We propose a novel permutation test approach to facilitate the marginal coordinate tests, which applies to existing tests based on SIR and SAVE, and can be readily extended to a new marginal coordinate test based on directional regression (Li and Wang, 2007). (C) 2016 Elsevier Inc. All rights reserved.

【 授权许可】

Free