A chi-square test for dimensionality with non-Gaussian data
10.1016/S0047-259X(03)00056-3
Saved in:
Main Authors: | Bai, Z.D., He, X. |
---|---|
Other Authors: | STATISTICS & APPLIED PROBABILITY |
Format: | Article |
Published: |
2014
|
Subjects: | |
Online Access: | http://scholarbank.nus.edu.sg/handle/10635/104923 |
Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Institution: | National University of Singapore |
Similar Items
-
Sparse Dimensionality Reduction Methods: Algorithms and Applications
by: ZHANG XIAOWEI
Published: (2013) -
Nearest neighbor inverse regression
by: Hsing, T.
Published: (2014) -
SOME TESTS FOR HIGH DIMENSIONAL COVARIANCE MATRICES WITH APPLICATIONS TO FINANCIAL DATA
by: WANG JINGYI
Published: (2024) -
An integrated maximum score estimator for a generalized censored quantile regression model
by: Chen, S.
Published: (2011) -
Some Approaches to Nonlinear Modelling and Prediction
by: WANG TIANHAO
Published: (2013)