全球智库信息集成服务系统(G2TT): On the Determination of the Degree of a Polynomial.

G2TT

来源类型	Monograph (IIASA Collaborative Paper)
规范类型	论文
	On the Determination of the Degree of a Polynomial.
	Bauer P; Hackl P
发表日期	1985
出版者	IIASA, Laxenburg, Austria: CP-85-028
出版年	1985
语种	英语
摘要	Starting from a method suggested by T.W. Anderson (1971) stagewise rejective test procedures for determining the-degree of a polynomial are proposed. Accounting for the special structure of the problem, Holm's (1979) individual significance levels can be improved. If the critical limits for the individual tests of the simultaneous test procedure are chosen in an appropriate dependence on the sample size, the test procedure provides a weakly consistent estimate of the correct order of polynomial. The corresponding theorem is proved for a general procedure for determining the correct subset of a finite number of model parameters.
主题	Economic Structural Change Program (ECO)
关键词	Degree of a polynomial regressor subset selection stagewise rejective tests weak convergence
URL	http://pure.iiasa.ac.at/id/eprint/2720/
来源智库	International Institute for Applied Systems Analysis (Austria)
资源类型	智库出版物
条目标识符	http://119.78.100.153/handle/2XGU8XDN/123104
推荐引用方式 GB/T 7714	Bauer P,Hackl P. On the Determination of the Degree of a Polynomial.. 1985.