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Bootstrap-based bandwidth choice for log-periodogram regression

✍ Scribed by Josu Arteche; Jesus Orbe


Book ID
111040113
Publisher
John Wiley and Sons
Year
2009
Tongue
English
Weight
1018 KB
Volume
30
Category
Article
ISSN
0143-9782

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✍ Silvano Amato; Vincenzo Esposito Vinzi 📂 Article 📅 2003 🏛 Elsevier Science 🌐 English ⚖ 249 KB

The aim of this paper is to suggest a bootstrap-based method for choosing the number of components in Partial Least Squares Regression (PLSR). Cross-validated Q h 2 statistic is used, for which is intended to derive a bootstrap distribution and to perform a hypothesis testing. Monte Carlo approximat