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Conditional p-values for the F-statistic in a forward selection procedure

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  • Grechanovsky, Eugene
  • Pinsker, Ilia

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  • Grechanovsky, Eugene & Pinsker, Ilia, 1995. "Conditional p-values for the F-statistic in a forward selection procedure," Computational Statistics & Data Analysis, Elsevier, vol. 20(3), pages 239-263, September.
    • Handle: RePEc:eee:csdana:v:20:y:1995:i:3:p:239-263
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    References listed on IDEAS

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    1. Charles W. Dunnett, 1989. "Multivariate Normal Probability Integrals with Product Correlation Structure," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 38(3), pages 564-579, November.
    2. Mark J. Schervish, 1984. "Multivariate Normal Probabilities with Error Bound," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 33(1), pages 81-94, March.
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    Cited by:

    1. Massimo Guidolin & Manuela Pedio, 2020. "Distilling Large Information Sets to Forecast Commodity Returns: Automatic Variable Selection or HiddenMarkov Models?," BAFFI CAREFIN Working Papers 20140, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
    2. Lash, Michael T. & Sajeesh, S. & Araz, Ozgur M., 2023. "Predicting mobility using limited data during early stages of a pandemic," Journal of Business Research, Elsevier, vol. 157(C).

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