Taylor & Francis makes every effort to ensure the accuracy of all the information (the “Content”) contained in the publications on our platform. However, Taylor & Francis, our agents, and our licensors make no representations or warranties whatsoever as to the accuracy, completeness, or suitability for any purpose of the Content. Any opinions and views expressed in this publication are the opin...

Rand Corporation, Pittsburgh, PA 15213 e-mail: [email protected] Abstract: Many sufficient dimension reduction methodologies for univariate regression have been extended to multivariate regression. Sliced average variance estimation (SAVE) has the potential to recover more reductive information, and recent development enables us to test the dimension and predictor effects with distributions comm...

The central subspace and central mean subspace are two important targets of sufficient dimension reduction. We propose a weighted chi-squared test to determine their dimensions based on matrices whose column spaces are exactly equal to the central subspace or the central mean subspace. The asymptotic distribution of the test statistic is obtained. Simulation examples are used to demonstrate the...

Recent activation and electrophysiological studies have demonstrated that sound recognition and localization are processed in two distinct cortical networks that are each present in both hemispheres. Sound recognition and/or localization may be, however, disrupted by purely unilateral damage, suggesting that processing within one hemisphere may not be sufficient or may be disturbed by the contr...

This paper has provided "out of sample" evidence of stock returns predictability in Tehran Stock Exchange. 68 qualified companies over the period from 2002 to 2015 were selected and for five different "forms of returns", five superior predictive models have been designed by applying "General to specific" approach of modeling technique. Then "out of sample" analysis, based on rolling regressions...