Testing Axial Symmetry by Means of Directional Quantile Regression Coefficients

Kód výsledku v IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F67985556%3A_____%2F24%3A00602333" target="_blank" >RIV/67985556:_____/24:00602333 - isvavai.cz</a>

Výsledek na webu

<a href="https://link.springer.com/chapter/10.1007/978-3-031-61853-6_13" target="_blank" >https://link.springer.com/chapter/10.1007/978-3-031-61853-6_13</a>

DOI - Digital Object Identifier

<a href="http://dx.doi.org/10.1007/978-3-031-61853-6_13" target="_blank" >10.1007/978-3-031-61853-6_13</a>

Jazyk výsledku

angličtina

Název v původním jazyce

Testing Axial Symmetry by Means of Directional Quantile Regression Coefficients

Popis výsledku v původním jazyce

Testing axial symmetry given the axial direction has recently attracted considerable attention not only because of its direct practical applications, but also because of its wide implications for testing exchangeability, independence, goodness-of-fit or equality of scale. The contribution extends the family of recently developed tests of axial symmetry with new members that are based on coefficient estimates in directional quantile regression. The proposed testing tools are especially suitable for the situations not covered well by available competitors, i.e., in the linear regression context or when regression rank scores are not available. The performance of the new tests in such settings is illustrated with a few representative simulation experiments.

Název v anglickém jazyce

Testing Axial Symmetry by Means of Directional Quantile Regression Coefficients

Popis výsledku anglicky

Testing axial symmetry given the axial direction has recently attracted considerable attention not only because of its direct practical applications, but also because of its wide implications for testing exchangeability, independence, goodness-of-fit or equality of scale. The contribution extends the family of recently developed tests of axial symmetry with new members that are based on coefficient estimates in directional quantile regression. The proposed testing tools are especially suitable for the situations not covered well by available competitors, i.e., in the linear regression context or when regression rank scores are not available. The performance of the new tests in such settings is illustrated with a few representative simulation experiments.

Druh

C - Kapitola v odborné knize

CEP obor

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OECD FORD obor

10103 - Statistics and probability

Projekt

<a href="/cs/project/GA21-05325S" target="_blank" >GA21-05325S: Moderní neparametrické metody v ekonometrii</a><br>

Návaznosti

I - Institucionalni podpora na dlouhodoby koncepcni rozvoj vyzkumne organizace

Rok uplatnění

2024

Kód důvěrnosti údajů

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

Název knihy nebo sborníku

Recent Advances in Econometrics and Statistics

ISBN

978-3-031-61852-9

Počet stran výsledku

19

Strana od-do

241-259

Počet stran knihy

618

Název nakladatele

Springer

Místo vydání

Cham

Kód UT WoS kapitoly

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