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The Annals of Statistics
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The Annals of Statistics
Article . 2004 . Peer-reviewed
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https://dx.doi.org/10.48550/ar...
Article . 2004
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Testing predictor contributions in sufficient dimension reduction

Testing predictor contributions in sufficient dimension reduction.
Authors: Cook, R. Dennis;

Testing predictor contributions in sufficient dimension reduction

Abstract

We develop tests of the hypothesis of no effect for selected predictors in regression, without assuming a model for the conditional distribution of the response given the predictors. Predictor effects need not be limited to the mean function and smoothing is not required. The general approach is based on sufficient dimension reduction, the idea being to replace the predictor vector with a lower-dimensional version without loss of information on the regression. Methodology using sliced inverse regression is developed in detail.

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Keywords

Asymptotic distribution theory in statistics, Mathematics - Statistics Theory, Central subspace, Statistics Theory (math.ST), nonparametric regression, 62G08, 62G09, 62H05, central subspace, FOS: Mathematics, Nonparametric regression and quantile regression, sliced inverse regression, Characterization and structure theory for multivariate probability distributions; copulas, 62G08 (Primary) 62G09,62H05. (Secondary)

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    influence
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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
111
Top 10%
Top 10%
Average
Green
hybrid