Bootstrap-based tests for deterministic time-varying coefficients in regression models.
George KapetaniosPublished in: Comput. Stat. Data Anal. (2008)
Keyphrases
- regression model
- model selection
- hypothesis tests
- generalized linear models
- prediction model
- regression analysis
- regression methods
- linear model
- support vector regression
- confidence intervals
- linear regression model
- multivariate regression
- predictor variables
- target variable
- survival analysis
- cross validation
- regression method
- regression trees
- generalized linear
- black box
- independent variables
- explanatory variables
- multiple linear regression
- statistical tests
- sample size