Rank tests under uncertainty: Regression and local heteroscedasticity
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216208%3A11320%2F13%3A10125336" target="_blank" >RIV/00216208:11320/13:10125336 - isvavai.cz</a>
Result on the web
<a href="http://dx.doi.org/10.1007/978-3-642-33042-1" target="_blank" >http://dx.doi.org/10.1007/978-3-642-33042-1</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.1007/978-3-642-33042-1" target="_blank" >10.1007/978-3-642-33042-1</a>
Alternative languages
Result language
angličtina
Original language name
Rank tests under uncertainty: Regression and local heteroscedasticity
Original language description
In the linear regression model with heteroscedastic errors, we propose tests of regression with nuisance heteroscedasticity, and tests of heteroscedasticity with nuisance regression. Both types of tests are based on suitable regression rank scores. The simulation study illustrates the good performance of tests.
Czech name
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Czech description
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Classification
Type
D - Article in proceedings
CEP classification
BA - General mathematics
OECD FORD branch
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Result continuities
Project
<a href="/en/project/GAP201%2F12%2F0083" target="_blank" >GAP201/12/0083: Statistical procedures: Behavior under finite and infinite numbers of observations</a><br>
Continuities
S - Specificky vyzkum na vysokych skolach
Others
Publication year
2013
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Article name in the collection
Advances in Intelligent Systems and Computing
ISBN
978-3-642-33041-4
ISSN
0149-1423
e-ISSN
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Number of pages
7
Pages from-to
255-261
Publisher name
Springer
Place of publication
Heidelberg
Event location
Konstanz
Event date
Oct 3, 2012
Type of event by nationality
WRD - Celosvětová akce
UT code for WoS article
000312969600028