Rank tests in heteroscedastic linear model with nuisance parameters
Abstract In the linear regression model with heteroscedastic errors, we propose nonparametric tests for regression under nuisance heteroscedasticity, and tests for heteroscedasticity under nuisance regression. Both types of tests are based on suitable ancillary statistics for the nuisance parameters...
Ausführliche Beschreibung
Gespeichert in:
| Autor*in: |
Jurečková, Jana [verfasserIn] |
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| Format: |
Artikel |
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| Sprache: |
Englisch |
| Erschienen: |
2013 |
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| Schlagwörter: |
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| Anmerkung: |
© Springer-Verlag Berlin Heidelberg 2013 |
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| Übergeordnetes Werk: |
Enthalten in: Metrika - Springer Berlin Heidelberg, 1958, 77(2013), 3 vom: 21. Juni, Seite 433-450 |
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| Übergeordnetes Werk: |
volume:77 ; year:2013 ; number:3 ; day:21 ; month:06 ; pages:433-450 |
| Links: |
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| DOI / URN: |
10.1007/s00184-013-0447-7 |
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10.1007/s00184-013-0447-7 doi (DE-627)OLC2061398154 (DE-He213)s00184-013-0447-7-p DE-627 ger DE-627 rakwb eng 510 VZ Jurečková, Jana verfasserin aut Rank tests in heteroscedastic linear model with nuisance parameters 2013 Text txt rdacontent ohne Hilfsmittel zu benutzen n rdamedia Band nc rdacarrier © Springer-Verlag Berlin Heidelberg 2013 Abstract In the linear regression model with heteroscedastic errors, we propose nonparametric tests for regression under nuisance heteroscedasticity, and tests for heteroscedasticity under nuisance regression. Both types of tests are based on suitable ancillary statistics for the nuisance parameters; hence they avoid their estimation, in contradistinction to tests proposed in the literature. A simulation study, as well as an application of tests to real data, illustrate their good performance. Heteroscedasticity Linear regression Rank test Regression rank scores Signed rank test Navrátil, Radim aut Enthalten in Metrika Springer Berlin Heidelberg, 1958 77(2013), 3 vom: 21. Juni, Seite 433-450 (DE-627)12908171X (DE-600)3502-6 (DE-576)014414619 0026-1335 nnns volume:77 year:2013 number:3 day:21 month:06 pages:433-450 https://doi.org/10.1007/s00184-013-0447-7 lizenzpflichtig Volltext GBV_USEFLAG_A SYSFLAG_A GBV_OLC SSG-OLC-MAT SSG-OLC-WIW SSG-OPC-MAT GBV_ILN_11 GBV_ILN_20 GBV_ILN_22 GBV_ILN_24 GBV_ILN_26 GBV_ILN_32 GBV_ILN_60 GBV_ILN_70 GBV_ILN_193 GBV_ILN_267 GBV_ILN_2012 GBV_ILN_2018 GBV_ILN_2088 GBV_ILN_4027 GBV_ILN_4126 GBV_ILN_4193 GBV_ILN_4277 GBV_ILN_4314 AR 77 2013 3 21 06 433-450 |
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Abstract In the linear regression model with heteroscedastic errors, we propose nonparametric tests for regression under nuisance heteroscedasticity, and tests for heteroscedasticity under nuisance regression. Both types of tests are based on suitable ancillary statistics for the nuisance parameters; hence they avoid their estimation, in contradistinction to tests proposed in the literature. A simulation study, as well as an application of tests to real data, illustrate their good performance. © Springer-Verlag Berlin Heidelberg 2013 |
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Abstract In the linear regression model with heteroscedastic errors, we propose nonparametric tests for regression under nuisance heteroscedasticity, and tests for heteroscedasticity under nuisance regression. Both types of tests are based on suitable ancillary statistics for the nuisance parameters; hence they avoid their estimation, in contradistinction to tests proposed in the literature. A simulation study, as well as an application of tests to real data, illustrate their good performance. © Springer-Verlag Berlin Heidelberg 2013 |
| abstract_unstemmed |
Abstract In the linear regression model with heteroscedastic errors, we propose nonparametric tests for regression under nuisance heteroscedasticity, and tests for heteroscedasticity under nuisance regression. Both types of tests are based on suitable ancillary statistics for the nuisance parameters; hence they avoid their estimation, in contradistinction to tests proposed in the literature. A simulation study, as well as an application of tests to real data, illustrate their good performance. © Springer-Verlag Berlin Heidelberg 2013 |
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| title_short |
Rank tests in heteroscedastic linear model with nuisance parameters |
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Navrátil, Radim |
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