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Sequential Decision Rule

  • Michio Hatanaka
  • Hiroshi Yamada

Abstract

We are now ready to consider how to determine n - r, r2, and r1. In Chapter 3 i = 1, ..., n is the running index to denote the descending order of eigenvalues of the data covariance matrix. i is also associated with the principal component that corresponds to the i-th eigenvalue. Given n - r, r2, and r1, the principal components with i = 1, ..., n - r, with i = n - r + 1, ..., n - r + r2n - r1, and with i = n - r1 + 1, ..., n each reveal asymptotically distinctive features. Thus i = 1, ..., n has been divided in three groups, Group that consists of i = 1,..., n - r, Group 2 that consists of i = n - r + 1, ..., n - r + r2 ≡ n - r1, and Group 1 that consists of i = n - r1+1,...,n.

Keywords

Unit Root Limit Distribution Unit Root Test Grouping Method Trend Test 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer-Verlag Tokyo 2003

Authors and Affiliations

  • Michio Hatanaka
    • 1
  • Hiroshi Yamada
    • 2
  1. 1.Osaka UniversityKita-machi, Musashino, TokyoJapan
  2. 2.Faculty of EconomicsHiroshima UniversityHigashi-Hiroshima, HiroshimaJapan

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