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Projection Pursuit Autoregression in Time Series

✍ Scribed by Xingcun Xia; H. Z. An


Book ID
108549402
Publisher
John Wiley and Sons
Year
1999
Tongue
English
Weight
483 KB
Volume
20
Category
Article
ISSN
0143-9782

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πŸ“œ SIMILAR VOLUMES


Noise in autoregressive time-series
✍ George G. Szpiro πŸ“‚ Article πŸ“… 1991 πŸ› Elsevier Science 🌐 English βš– 414 KB
Tests in projection pursuit regression
✍ Meekyong G. Park; Jiayang Sun πŸ“‚ Article πŸ“… 1998 πŸ› Elsevier Science 🌐 English βš– 195 KB

Projection Pursuit regression (PPR) approximates a regression function f(X ) by a ΓΏnite sum of ridge functions L l=1 f l ( T l X ). When the explanatory vector X is normally distributed, Johansen and Johnstone (1990) gave an one-term approximation formula to the signiΓΏcance level of a test of H0: f=