Inference Concerning the Number of Factors in a Multivariate Nonparametric Relationship (Q4339083)
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scientific article; zbMATH DE number 1016981
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| English | Inference Concerning the Number of Factors in a Multivariate Nonparametric Relationship |
scientific article; zbMATH DE number 1016981 |
Statements
Inference Concerning the Number of Factors in a Multivariate Nonparametric Relationship (English)
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9 November 1997
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observable factors
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consistent tests
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nonparametric regression
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number of nonparametric factors
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multivariate nonparametric relationship
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rank of demand
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linear model
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testing arbitrage pricing theory
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simulation study
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0.8160251975059509
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0.7859631180763245
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0.7683191895484924
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0.7434521317481995
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