Student Seminar Series - September 11, 2007
University of Minnesota
School of Statistics
College of Liberal Arts



Marginal Tests with Sliced Average Variance Estimation


Yongwu Shao


Tuesday, September 11, 2007
10:00 AM,
300 Ford Hall
Minneapolis, East Bank Campus

Refreshments at 9:30 AM
300 Ford Hall

Abstract


We present a new computationally feasible test for the dimension of the central subspace in a regression problem based on save. We also provide a marginal coordinate test. Under the null hypothesis, both the test of dimension and the marginal coordinate test involve test statistics that asymptotically have chi-squared distributions given normally distributed predictors, and have a distribution that is alinear combination of chi-squared distributions in general.