Asymptotic and bootstrap tests for subspace dimension
نویسندگان
چکیده
Dimension reduction is often a preliminary step in the analysis of large data sets. The so-called non-Gaussian component searches for projection onto part data, and it then important to know correct dimension signal subspace. In this paper we develop asymptotic as well bootstrap tests based on popular fourth order blind identification (FOBI) method.
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ژورنال
عنوان ژورنال: Journal of Multivariate Analysis
سال: 2022
ISSN: ['0047-259X', '1095-7243']
DOI: https://doi.org/10.1016/j.jmva.2021.104830