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Directional regression
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Sequential tests
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Sliced average variance estimation
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Dong, Yuexiao
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Statistics & Probability Letters
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On determining the structural dimension via
directional
regression
Yu, Zhou
;
Dong, Yuexiao
;
Guo, Ranwei
- In:
Statistics & Probability Letters
83
(
2013
)
4
,
pp. 987-992
. Based on the popular sequential test approach, we propose a novel test statistic via
directional
regression
to determine the …
Persistent link: https://www.econbiz.de/10010662323
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