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Activity Number: 123 - New Challenges and Opportunities in Nonparametric Statistics
Type: Topic Contributed
Date/Time: Monday, July 29, 2019 : 8:30 AM to 10:20 AM
Sponsor: Section on Nonparametric Statistics
Abstract #302899
Title: On Dual Model-Free Variable Selection with Two Groups of Variables
Author(s): Yuexiao Dong* and Ahmad Alothman and Andreas Artemiou
Companies: Temple University and Kuwait University and Cardiff University
Keywords: Canonical correlation analysis; Dual marginal coordinate hypotheses; Sliced inverse regression

In the presence of two groups of variables, existing model-free variable selection methods only reduce the dimensionality of the predictors. We extend the popular marginal coordinate hypotheses (Cook, 2004) in the sufficient dimension reduction literature and consider the dual marginal coordinate hypotheses, where the role of the predictor and the response is not important. Motivated by canonical correlation analysis (CCA), we propose a CCA-based test for the dual marginal coordinate hypotheses, and devise a joint backward selection algorithm for dual model-free variable selection. The performances of the proposed test and the variable selection procedure are evaluated through synthetic examples and a real data analysis.

Authors who are presenting talks have a * after their name.

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