Assessing the Number of Linear Components in a General Regression Problem
提出一种无需假设回归变量分布的具体模型、即可检验一般回归模型维度的方法，并给出应用实例和与现有方法的比较。
Abstract This article presents a method for testing the dimension of a general regression model without assuming any specific model for the distribution of the regressors. Examples of application and comparisons with existing methods are also studied.