New approaches to model-free dimension reduction for bivariate regression (original) (raw)

Journal of Statistical Planning and Inference, 2009

Abstract

Dimension reduction with bivariate responses, especially a mix of a continuous and categorical responses, can be of special interest. One immediate application is to regressions with censoring. In this paper, we propose two novel methods to reduce the dimension of the covariates of a bivariate regression via a model-free approach. Both methods enjoy a simple asymptotic chi-squared distribution for testing

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