Chi-squared tests in kth-moment sufficient dimension reduction |
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| Authors: | Jae Keun Yoo |
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| Affiliation: | 1. Department of Statistics , Ewha Womans University , Seoul , 120-750 , Republic of Korea peter.yoo@ewha.ac.kr |
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| Abstract: | We present a novel approach to sufficient dimension reduction for the conditional kth moments in regression. The approach provides a computationally feasible test for the dimension of the central kth-moment subspace. In addition, we can test predictor effects without assuming any models. All test statistics proposed in the novel approach have asymptotic chi-squared distributions. |
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| Keywords: | chi-squared tests kth-moment dimension reduction predictor effect tests regression sufficient dimension reduction |
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