Please use this identifier to cite or link to this item:
https://doi.org/10.1016/S0047-259X(03)00056-3
DC Field | Value | |
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dc.title | A chi-square test for dimensionality with non-Gaussian data | |
dc.contributor.author | Bai, Z.D. | |
dc.contributor.author | He, X. | |
dc.date.accessioned | 2014-10-28T05:08:59Z | |
dc.date.available | 2014-10-28T05:08:59Z | |
dc.date.issued | 2004-01 | |
dc.identifier.citation | Bai, Z.D., He, X. (2004-01). A chi-square test for dimensionality with non-Gaussian data. Journal of Multivariate Analysis 88 (1) : 109-117. ScholarBank@NUS Repository. https://doi.org/10.1016/S0047-259X(03)00056-3 | |
dc.identifier.issn | 0047259X | |
dc.identifier.uri | http://scholarbank.nus.edu.sg/handle/10635/104923 | |
dc.description.abstract | The classical theory for testing the null hypothesis that a set of canonical correlation coefficients is zero leads to a chi-square test under the assumption of multi-normality. The test has been used in the context of dimension reduction. In this paper, we study the limiting distribution of the test statistic without the normality assumption, and obtain a necessary and sufficient condition for the chi-square limiting distribution to hold. Implications of the result are also discussed for the problem of dimension reduction. © 2003 Elsevier Science (USA). All rights reserved. | |
dc.description.uri | http://libproxy1.nus.edu.sg/login?url=http://dx.doi.org/10.1016/S0047-259X(03)00056-3 | |
dc.source | Scopus | |
dc.subject | Canonical correlation | |
dc.subject | Chi-square test | |
dc.subject | Dimension reduction | |
dc.subject | Inverse regression | |
dc.subject | SIR models | |
dc.type | Article | |
dc.contributor.department | STATISTICS & APPLIED PROBABILITY | |
dc.description.doi | 10.1016/S0047-259X(03)00056-3 | |
dc.description.sourcetitle | Journal of Multivariate Analysis | |
dc.description.volume | 88 | |
dc.description.issue | 1 | |
dc.description.page | 109-117 | |
dc.description.coden | JMVAA | |
dc.identifier.isiut | 000187785400007 | |
Appears in Collections: | Staff Publications |
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