Rank tests in heteroscedastic linear model with nuisance parameters

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216208%3A11320%2F14%3A10283194" target="_blank" >RIV/00216208:11320/14:10283194 - isvavai.cz</a>
Result on the web
<a href="http://dx.doi.org/10.1007/s00184-013-0447-7" target="_blank" >http://dx.doi.org/10.1007/s00184-013-0447-7</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.1007/s00184-013-0447-7" target="_blank" >10.1007/s00184-013-0447-7</a>

Result language
angličtina
Original language name
Rank tests in heteroscedastic linear model with nuisance parameters
Original language 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.
Czech name
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Czech description
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Type
J<sub>x</sub> - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)
CEP classification
BA - General mathematics
OECD FORD branch
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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
I - Institucionalni podpora na dlouhodoby koncepcni rozvoj vyzkumne organizace

Publication year
2014
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

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