Test for Distribution Change of Dependent Errors
نویسندگان
چکیده
منابع مشابه
A Nonparametric Distribution-Free Test for Serial Independence of Errors∗
In this paper, we propose a test for the serial independence of unobservable errors in locationscale models. We consider a Hoeffding-Blum-Kiefer-Rosenblat type empirical process applied to residuals, and show that under certain conditions it converges weakly to the same limit as the process based on true errors. We then consider a generalized spectral test applied to estimated residuals, and ge...
متن کاملNonparametric test for detecting change in distribution with panel data
This paper considers the problem of comparing two processes with panel data. A nonparametric test is proposed for detecting a monotone change in the link between the two process distributions. The test statistic is of CUSUM type, based on the empirical distribution functions. The asymptotic distribution of the proposed statistic is derived and its finite sample property is examined by bootstrap...
متن کاملexploring motivation and english test preparation strategies of iranian pre-university candidates during and at the end of test preparation period for konkur examination
the current study aimed at investigating the relationship between motivation and test preparation strategies (tpss) used by iranian pre-university students in their preparation period for the university entrance exam (uee). due to the importance of uee in iran, this study also attempted to show its impact on these two important variables. to this end, 100 pre-university students in an iranian p...
the test for adverse selection in life insurance market: the case of mellat insurance company
انتخاب نامساعد یکی از مشکلات اساسی در صنعت بیمه است. که ابتدا در سال 1960، توسط روتشیلد واستیگلیتز مورد بحث ومطالعه قرار گرفت ازآن موقع تاکنون بسیاری از پژوهشگران مدل های مختلفی را برای تجزیه و تحلیل تقاضا برای صنعت بیمه عمر که تماما ناشی از عدم قطعیت در این صنعت میباشد انجام داده اند .وهدف از آن پیدا کردن شرایطی است که تحت آن شرایط انتخاب یا کنار گذاشتن یک بیمه گزار به نفع و یا زیان شرکت بیمه ...
15 صفحه اولM-test in linear models with negatively superadditive dependent errors
This paper is concerned with the testing hypotheses of regression parameters in linear models in which errors are negatively superadditive dependent (NSD). A robust M-test base on M-criterion is proposed. The asymptotic distribution of the test statistic is obtained and the consistent estimates of the redundancy parameters involved in the asymptotic distribution are established. Finally, some M...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Communications for Statistical Applications and Methods
سال: 2009
ISSN: 2287-7843
DOI: 10.5351/ckss.2009.16.4.587