A link-free approach for testing common indices for three or more multi-index models

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• 作者：Xuejing Liu ; Lei Huo ; Xuerong Meggie Wen ; ^wenx@mst.edu ; Robert Paige
• 关键词：62H86 ; 62H15 ; 62H25 ; 62G08
• 刊名：Journal of Multivariate Analysis
• 出版年：2017
• 出版时间：January 2017
• 年：2017
• 卷：153
• 期：Complete
• 页码：236-245
• 全文大小：431 K
• 卷排序：153

文摘

Liu et al. (2015) proposed a novel link-free procedure for testing whether two multi-index models share identical indices via the sufficient dimension reduction approach. However, their method can only be applied to data with two populations. In practice, we often deal with situations where the same variables are being measured on objects from three or more groups, and we would like to know how similar these groups are with respect to some overall features. In this paper, we propose a link-free method which could test if three or more multi-index models share the same indices. The asymptotic properties of our test statistic are developed. Numerical studies and a real data analysis are conducted to illustrate the performance of our method.