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)

Bibliografiska uppgifter
Parent link:Journal of Physics: Conference Series
Vol. 803 : Information Technologies in Business and Industry (ITBI2016).— 2017.— [012150, 7 p.]
Huvudupphovsman: Sirenko M. A.
Institutionell upphovsman: Национальный исследовательский Томский политехнический университет (ТПУ) Институт кибернетики (ИК) Кафедра автоматики и компьютерных систем (АИКС)
Övriga upphovsmän: Tarasenko P. F., Pushkarev M. I. Maksim Ivanovich
Sammanfattning: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.
Språk:engelska
Publicerad: 2017
Ämnen:
электронный ресурс
труды учёных ТПУ
тесты
регрессии
шумы
тестирование
статистические процедуры
Länkar:http://dx.doi.org/10.1088/1742-6596/803/1/012150
http://earchive.tpu.ru/handle/11683/38193
Materialtyp: Elektronisk Bokavsnitt
KOHA link:https://koha.lib.tpu.ru/cgi-bin/koha/opac-detail.pl?biblionumber=654441

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