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Description
  • In the linear regression model with heteroscedastic errors, we propose nonparametric tests for regression under nuisance heteroscedasticity, and tests for heteroscedasticity under nuisance regression. Both types of tests are based on suitable ancillary statistics for the nuisance parameters; hence they avoid their estimation, in contradistinction to tests proposed in the literature. A simulation study, as well as an application of tests to real data, illustrate their good performance.
  • In the linear regression model with heteroscedastic errors, we propose nonparametric tests for regression under nuisance heteroscedasticity, and tests for heteroscedasticity under nuisance regression. Both types of tests are based on suitable ancillary statistics for the nuisance parameters; hence they avoid their estimation, in contradistinction to tests proposed in the literature. A simulation study, as well as an application of tests to real data, illustrate their good performance. (en)
Title
  • Rank tests in heteroscedastic linear model with nuisance parameters
  • Rank tests in heteroscedastic linear model with nuisance parameters (en)
skos:prefLabel
  • Rank tests in heteroscedastic linear model with nuisance parameters
  • Rank tests in heteroscedastic linear model with nuisance parameters (en)
skos:notation
  • RIV/00216208:11320/14:10283194!RIV15-MSM-11320___
http://linked.open...avai/riv/aktivita
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  • I, P(GAP201/12/0083)
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  • 3
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  • 41337
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  • RIV/00216208:11320/14:10283194
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  • Signed rank test; Regression rank scores; Rank test; Linear regression; Heteroscedasticity (en)
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  • DE - Spolková republika Německo
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  • [8156EAE01E5C]
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  • 77
http://linked.open...iv/tvurceVysledku
  • Jurečková, Jana
  • Navrátil, Radim
http://linked.open...ain/vavai/riv/wos
  • 000332793000007
issn
  • 0026-1335
number of pages
http://bibframe.org/vocab/doi
  • 10.1007/s00184-013-0447-7
http://localhost/t...ganizacniJednotka
  • 11320
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