Assessing the Number of Linear Components in a General Regression Problem
- 1 September 1998
- journal article
- research article
- Published by JSTOR in Journal of the American Statistical Association
- Vol. 93 (443) , 1088
- https://doi.org/10.2307/2669852
Abstract
This article presents a method for testing the dimension of a general regression model without assuming any specific model for the distribution of the regressors. Examples of application and comparisons with existing methods are also studied.Keywords
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