Sequentially Estimating the Approximate Conditional Mean Using Extreme Learning Machines
This study examined the extreme learning machine (ELM) applied to the Wald test statistic for the model specification of the conditional mean, which we call the WELM testing procedure. The omnibus test statistics available in the literature weakly converge to a Gaussian stochastic process under the...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2020-11-01
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| Series: | Entropy |
| Subjects: | |
| Online Access: | https://www.mdpi.com/1099-4300/22/11/1294 |