  Dimension reduction is often a preliminary step in the analysis of large data
sets. The so-called non-Gaussian component analysis searches for a projection
onto the non-Gaussian part of the data, and it is then important to know the
correct dimension of the non-Gaussian signal subspace. In this paper we develop
asymptotic as well as bootstrap tests for the dimension based on the popular
fourth order blind identification (FOBI) method.
