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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. 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).
    2. 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.

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