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• W3197266947 endingPage "104830" @default.
• W3197266947 startingPage "104830" @default.
• W3197266947 abstract "Many linear dimension reduction methods proposed in the literature can be formulated using an appropriate pair of scatter matrices. The eigen-decomposition of one scatter matrix with respect to another is then often used to determine the dimension of the signal subspace and to separate signal and noise parts of the data. Three popular dimension reduction methods, namely principal component analysis (PCA), fourth order blind identification (FOBI) and sliced inverse regression (SIR) are considered in detail and the first two moments of subsets of the eigenvalues are used to test for the dimension of the signal space. The limiting null distributions of the test statistics are discussed and novel bootstrap strategies are suggested for the small sample cases. In all three cases, consistent test-based estimates of the signal subspace dimension are introduced as well. The asymptotic and bootstrap tests are illustrated in real data examples." @default.
• W3197266947 created "2021-09-13" @default.
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• W3197266947 date "2022-03-01" @default.
• W3197266947 modified "2023-09-27" @default.
• W3197266947 title "Asymptotic and bootstrap tests for subspace dimension" @default.
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• W3197266947 doi "https://doi.org/10.1016/j.jmva.2021.104830" @default.
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