Finite-sample and asymptotic sign-based tests for parameters of non-linear quantile regression with Markov noise; Journal of Physics: Conference Series; Vol. 803 : Information Technologies in Business and Industry (ITBI2016)

Detalles Bibliográficos
Parent link:Journal of Physics: Conference Series
Vol. 803 : Information Technologies in Business and Industry (ITBI2016).— 2017.— [012150, 7 p.]
Autor Principal: Sirenko M. A.
Autor Corporativo: Национальный исследовательский Томский политехнический университет (ТПУ) Институт кибернетики (ИК) Кафедра автоматики и компьютерных систем (АИКС)
Outros autores: Tarasenko P. F., Pushkarev M. I. Maksim Ivanovich
Summary: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.
Idioma:inglés
Publicado: 2017
Subjects:
Acceso en liña:http://dx.doi.org/10.1088/1742-6596/803/1/012150
http://earchive.tpu.ru/handle/11683/38193
Formato: Electrónico Capítulo de libro
KOHA link:https://koha.lib.tpu.ru/cgi-bin/koha/opac-detail.pl?biblionumber=654441

MARC

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330 |a 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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