Alternative Goodness-of-Fit Tests for Linear Models
نویسندگان
چکیده
منابع مشابه
Goodness-of-fit Tests for high-dimensional Gaussian linear models
Let (Y, (Xi)1≤i≤p) be a real zero mean Gaussian vector and V be a subset of {1, . . . , p}. Suppose we are given n i.i.d. replications of this vector. We propose a new test for testing that Y is independent of (Xi)i∈{1,...p}\V conditionally to (Xi)i∈V against the general alternative that it is not. This procedure does not depend on any prior information on the covariance of X or the variance of...
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ژورنال
عنوان ژورنال: Journal of the American Statistical Association
سال: 2010
ISSN: 0162-1459,1537-274X
DOI: 10.1198/jasa.2009.tm08697