期刊
STATISTICS & PROBABILITY LETTERS
卷 78, 期 15, 页码 2275-2280出版社
ELSEVIER
DOI: 10.1016/j.spl.2008.01.097
关键词
-
In several dimension reduction techniques, the original variables are replaced by a smaller number of linear combinations. The coefficients of these linear combinations are typically the elements of the left singular vectors of a random matrix. We derive the asymptotic distribution of the left singular vectors of a random matrix that has a normal limit distribution. This result is then used to develop a Wald-type test for testing variable importance in Sliced Inverse Regression (SIR) and Sliced Average Variance Estimation (SAVE), two popular sufficient dimension reduction methods. (C) 2008 Elsevier B.V. All rights reserved.
作者
我是这篇论文的作者
点击您的名字以认领此论文并将其添加到您的个人资料中。
推荐
暂无数据