Rank tests in regression model based on minimum distance estimates

Kód výsledku v IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216224%3A14310%2F15%3A00085822" target="_blank" >RIV/00216224:14310/15:00085822 - isvavai.cz</a>

Výsledek na webu

<a href="http://dx.doi.org/10.14736/kyb-2015-6-0909" target="_blank" >http://dx.doi.org/10.14736/kyb-2015-6-0909</a>

DOI - Digital Object Identifier

<a href="http://dx.doi.org/10.14736/kyb-2015-6-0909" target="_blank" >10.14736/kyb-2015-6-0909</a>

Jazyk výsledku

angličtina

Název v původním jazyce

Rank tests in regression model based on minimum distance estimates

Popis výsledku v původním jazyce

In this paper a new rank test in a linear regression model is introduced. The test statistic is based on a certain minimum distance estimator, however, unlike classical rank tests in regression it is not a simple linear rank statistic. Its exact distribution under the null hypothesis is derived, and further, the asymptotic distribution both under the null hypothesis and the local alternative is investigated. It is shown that the proposed test is applicable in measurement error models. Finally, a simulation study is conducted to show a good performance of the test. It has, in some situations, a greater power than the widely used Wilcoxon rank test.

Název v anglickém jazyce

Rank tests in regression model based on minimum distance estimates

Popis výsledku anglicky

In this paper a new rank test in a linear regression model is introduced. The test statistic is based on a certain minimum distance estimator, however, unlike classical rank tests in regression it is not a simple linear rank statistic. Its exact distribution under the null hypothesis is derived, and further, the asymptotic distribution both under the null hypothesis and the local alternative is investigated. It is shown that the proposed test is applicable in measurement error models. Finally, a simulation study is conducted to show a good performance of the test. It has, in some situations, a greater power than the widely used Wilcoxon rank test.

Druh

J_x - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)

CEP obor

BA - Obecná matematika

OECD FORD obor

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Projekt

—

Návaznosti

S - Specificky vyzkum na vysokych skolach

Rok uplatnění

2015

Kód důvěrnosti údajů

S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Název periodika

Kybernetika : The Journal of the Czech Society for Cybernetics and Informatics

ISSN

0023-5954

e-ISSN

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Svazek periodika

51

Číslo periodika v rámci svazku

6

Stát vydavatele periodika

CZ - Česká republika

Počet stran výsledku

14

Strana od-do

909-922

Kód UT WoS článku

000369773600001

EID výsledku v databázi Scopus

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