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)

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)

Bibliographic Details
Parent link:Journal of Physics: Conference Series
Vol. 803 : Information Technologies in Business and Industry (ITBI2016).— 2017.— [012150, 7 p.]
Main Author: Sirenko M. A.
Corporate Author: Томский политехнический университет Институт кибернетики, ИК
Other Authors: 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.
Language:English
Published: 2017
Subjects:
электронный ресурс
труды учёных ТПУ
тесты
регрессии
шумы
тестирование
статистические процедуры
Online Access:http://dx.doi.org/10.1088/1742-6596/803/1/012150
http://earchive.tpu.ru/handle/11683/38193
Format: Electronic Book Chapter
KOHA link:https://koha.lib.tpu.ru/cgi-bin/koha/opac-detail.pl?biblionumber=654441

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