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)
| Parent link: | Journal of Physics: Conference Series Vol. 803 : Information Technologies in Business and Industry (ITBI2016).— 2017.— [012150, 7 p.] |
|---|---|
| Autore principale: | |
| Ente Autore: | |
| Altri autori: | , |
| Riassunto: | 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. |
| Lingua: | inglese |
| Pubblicazione: |
2017
|
| Soggetti: | |
| Accesso online: | http://dx.doi.org/10.1088/1742-6596/803/1/012150 http://earchive.tpu.ru/handle/11683/38193 |
| Natura: | Elettronico Capitolo di libro |
| KOHA link: | https://koha.lib.tpu.ru/cgi-bin/koha/opac-detail.pl?biblionumber=654441 |