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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Inference Concerning the Number of Factors in a Multivariate Nonparametric Relationship
scientific article; zbMATH DE number 1016981

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    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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