Pascal and Francis Bibliographic Databases

Help

Export

Selection :

Permanent link
http://pascal-francis.inist.fr/vibad/index.php?action=getRecordDetail&idt=20527796

A test for the parametric form of the variance function in a partial linear regression model

Author
DETTE, Holger1 ; MARCHLEWSKI, Mareen1
[1] Rahr-Universität Bochum, Fakultät für Mathematik, 44780 Bochum, Germany
Source

Journal of statistical planning and inference. 2008, Vol 138, Num 10, pp 3005-3021, 17 p ; ref : 1/2 p

CODEN
JSPIDN
ISSN
0378-3758
Scientific domain
Control theory, operational research; Computer science; Mathematics
Publisher
Elsevier Science, Amsterdam / Elsevier Science, Lausanne / Elsevier Science, New York,NY
Publication country
Netherlands
Document type
Article
Language
English
Author keyword
Model check Partial linear regression model Test for variance function
Keyword (fr)
Analyse covariance Analyse variance Convergence faible Décision statistique Fonction forme Hétéroscedasticité Modèle linéaire Modèle régression Méthode statistique Pont brownien Processus Gauss Processus gaussien Processus stochastique Régression linéaire Régression statistique Test hypothèse Test paramétrique Test statistique Variance 60G05 60G15 60G99 60J65 62J05 62J10 62Jxx Echantillon fini Fonction linéaire Fonction variance Processus intégré
Keyword (en)
Covariance analysis Variance analysis Weak convergence Statistical decision Shape function Heteroscedasticity Linear model Regression model Statistical method Brownian bridge Gaussian process Gaussian processes Stochastic process Linear regression Statistical regression Hypothesis test Parametric test Statistical test Variance Finite sample Linear function Variance function Integrated process
Keyword (es)
Análisis covariancia Análisis variancia Convergencia débil Decisión estadística Función forma Heteroscedasticidad Modelo lineal Modelo regresión Método estadístico Puente browniano Proceso Gauss Proceso estocástico Regresión lineal Regresión estadística Test hipótesis Prueba paramétrica Test estadístico Variancia
Classification
Pascal
001 Exact sciences and technology / 001A Sciences and techniques of general use / 001A02 Mathematics / 001A02H Probability and statistics / 001A02H01 Probability theory and stochastic processes / 001A02H01H Stochastic processes

Pascal
001 Exact sciences and technology / 001A Sciences and techniques of general use / 001A02 Mathematics / 001A02H Probability and statistics / 001A02H01 Probability theory and stochastic processes / 001A02H01J Markov processes

Pascal
001 Exact sciences and technology / 001A Sciences and techniques of general use / 001A02 Mathematics / 001A02H Probability and statistics / 001A02H02 Statistics / 001A02H02A General topics

Pascal
001 Exact sciences and technology / 001A Sciences and techniques of general use / 001A02 Mathematics / 001A02H Probability and statistics / 001A02H02 Statistics / 001A02H02J Linear inference, regression

Discipline
Mathematics
Origin
Inist-CNRS
Database
PASCAL
INIST identifier
20527796

Sauf mention contraire ci-dessus, le contenu de cette notice bibliographique peut être utilisé dans le cadre d’une licence CC BY 4.0 Inist-CNRS / Unless otherwise stated above, the content of this bibliographic record may be used under a CC BY 4.0 licence by Inist-CNRS / A menos que se haya señalado antes, el contenido de este registro bibliográfico puede ser utilizado al amparo de una licencia CC BY 4.0 Inist-CNRS

Access to the document

Searching the Web