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Testing the Intercept of a Balanced Predictive Regression Model

Testing predictability is known to be an important issue for the balanced predictive regression model. Some unified testing statistics of desirable properties have been proposed, though their validity depends on a predefined assumption regarding whether or not an intercept term nevertheless exists....

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Detalles Bibliográficos
Autores principales: Wang, Qijun, Liu, Xiaohui, Fan, Yawen, Peng, Ling
Formato: Online Artículo Texto
Lenguaje:English
Publicado: MDPI 2022
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9689160/
https://www.ncbi.nlm.nih.gov/pubmed/36359683
http://dx.doi.org/10.3390/e24111594