Finite-sample and asymptotic sign-based tests for parameters of non-linear quantile regression with Markov noise
| Parent link: | Journal of Physics: Conference Series Vol. 803 : Information Technologies in Business and Industry (ITBI2016).— 2017.— [012150, 7 p.] |
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| Հիմնական հեղինակ: | |
| Համատեղ հեղինակ: | |
| Այլ հեղինակներ: | , |
| Ամփոփում: | Title screen One of the most noticeable features of sign-based statistical procedures is an opportunity to build an exact test for simple hypothesis testing of parameters in a regression model. In this article, we expanded a sing-based approach to the nonlinear case with dependent noise. The examined model is a multi-quantile regression, which makes it possible to test hypothesis not only of regression parameters, but of noise parameters as well. |
| Հրապարակվել է: |
2017
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| Խորագրեր: | |
| Առցանց հասանելիություն: | http://dx.doi.org/10.1088/1742-6596/803/1/012150 http://earchive.tpu.ru/handle/11683/38193 |
| Ձևաչափ: | Էլեկտրոնային Գրքի գլուխ |
| KOHA link: | https://koha.lib.tpu.ru/cgi-bin/koha/opac-detail.pl?biblionumber=654441 |
| Ամփոփում: | Title screen One of the most noticeable features of sign-based statistical procedures is an opportunity to build an exact test for simple hypothesis testing of parameters in a regression model. In this article, we expanded a sing-based approach to the nonlinear case with dependent noise. The examined model is a multi-quantile regression, which makes it possible to test hypothesis not only of regression parameters, but of noise parameters as well. |
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| DOI: | 10.1088/1742-6596/803/1/012150 |