Tests of linear hypotheses based on regression rank scores
نویسندگان
چکیده
منابع مشابه
Tests Based on Regression Rank Scores in Nonlinear Models and Their Computation
We consider a nonlinear regression model introduced in Jurečková [2006], where concept of regression rank scores was generalized to nonlinear models. We try to support by simulations the results (asymptotic properties under some regularity conditions) proven in that article and apply them to a set of real data. We test a two sample problem under nuisance nonlinear regression pointing out some d...
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The errors ei in (1.1) are assumed to be independent and identically distributed, but are not necessarily normal and may be heavy-tailed. Assume for convenience that β is one dimensional. Then (1.1) is a simple linear regression. However, most of the following extends more-or-less easily to higher-dimensional β, in which case (1.1) is a multiple regression. Given β, define Ri(β) as the rank (or...
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with xi ∈ Rk, θ = (θ0, θ1, . . . , θp)′ ∈ Θ (compact in Rp+1), where g(x, θ) = θ0 + g̃(x, θ1, . . . , θp) is continuous, twice differentiable in θ and monotone in components of θ. Following Gutenbrunner and Jurečková (1992) and Jurečková and Procházka (1994), we introduce regression rank scores for model (1), and prove their asymptotic properties under some regularity conditions. As an applicati...
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ژورنال
عنوان ژورنال: Journal of Nonparametric Statistics
سال: 1993
ISSN: 1048-5252,1029-0311
DOI: 10.1080/10485259308832561