Distribution free testing for linear regression. Extension to general parametric regression
Year: 2020
Type: preprint
Abstract: Recently a distribution free approach for testing parametric hypotheses based on unitary transformations has been suggested in \cite{Khm13, Khm16, Khm17} and further studied in \cite{Ngu17} and \cite{Rob19}. In this note we show that the transformation takes extremely simple form in distribution free testing of linear regression. Then we extend it to general parametric regression with vector-valued covariates.
Source: arXiv (Cornell University)
Author: Khmaladze, Estate V.
Institution: Victoria University of Wellington
Language: English
Subfield: Statistics and Probability
Field: Mathematics
Domain: Physical Sciences
Open Access status: green
OpenAlex ID: W3004744478