CHINESE JOURNAL OF APPLIED PROBABILITY AND STATIST 2010, 26(5) 544-552 DOI:      ISSN: 1001-4268 CN: 31-1256

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Marginal Coordinate Tests for Central Mean Subspace
with Principal Hessian Directions

Yu Zhou,Dong Yuexiao,Fang Yun

East ChinaNormal University,Temple University

Abstract��

We provide marginal coordinate tests based on
two competing Principal Hessian Directions (PHD) methods. Predictor
contributions to central mean subspace can be effectively identified
by our proposed testing procedures. PHD-based tests avoid choosing
the number of slices, which is a well-known shortcoming of similar
tests based on Sliced Inverse Regression (SIR) or Sliced Average
Variance Estimation (SAVE). The asymptotic distributions of our test
statistics under the null hypothesis are provided and the
effectiveness of the new tests is illustrated by simulations.}
\newcommand{\fundinfo}{The first and corresponding authors were supported
by National Social Science Foundation (08CTJ001).

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