Yin and Cook (2002) recently introduced a new dimension reduction method for regression called Covk. Here we develop the asymptotic distribution of the Covk test statistic under weak assumptions. This serves as an analytic counterpart to the permutation test suggested by Yin and Cook (2002).

TR Number: 
Xiangrong Yin and R. Dennis Cook
Key Words: 
Central subspaces, dimension-reduction subspaces, regression graphics, asymptotics

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