Testing for symmetries in multivariate inverse problems

نویسندگان

  • Melanie Birke
  • Nicolai Bissantz
چکیده

We propose a test for shape constraints which can be expressed by transformations of the coordinates of multivariate regression functions. The method is motivated by the constraint of symmetry with respect to some unknown hyperplane but can easily be generalized to other shape constraints of this type or other semi-parametric settings. In a first step, the unknown parameters are estimated and in a second step, this estimator is used in the L2-type test statistic for the shape constraint. We consider the asymptotic behavior of the estimated parameter and show, that it converges with parametric rate if the shape constraint is true. Moreover we derive the asymptotic distribution of the test statistic under the null hypothesis and furthermore propose a bootstrap test based on the residual bootstrap. In a simulation study we investigate the finite sample performance of the estimator as well as the bootstrap test.

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

A Diffusion Equation with Exponential Nonlinearity Recant Developments

The purpose of this paper is to analyze in detail a special nonlinear partial differential equation (nPDE) of the second order which is important in physical, chemical and technical applications. The present nPDE describes nonlinear diffusion and is of interest in several parts of physics, chemistry and engineering problems alike. Since nature is not linear intrinsically the nonlinear case is t...

متن کامل

New Solutions for Fokker-Plank Equation of‎ ‎Special Stochastic Process via Lie Point Symmetries

‎In this paper Lie symmetry analysis is applied in order to find new solutions for Fokker Plank equation of Ornstein-Uhlenbeck process‎. ‎This analysis classifies the solutions format of the Fokker Plank equation by using the Lie algebra of the symmetries of our considered stochastic process‎.

متن کامل

Sliced inverse regression for high-dimensional time series

Methods of dimension reduction are very helpful and almost a necessity if we want to analyze high-dimensional time series since otherwise modelling affords many parameters because of interactions at various time-lags. We use a dynamic version of Sliced Inverse Regression (SIR; Li (1991)), which was developed to reduce the dimension of the regressor in regression problems, as an exploratory tool...

متن کامل

Inverse Problems in Darboux’ Theory of Integrability

The Darboux theory of integrability for planar polynomial differential equations is a classical field, with connections to Lie symmetries, differential algebra and other areas of mathematics. In the present paper we introduce the concepts, problems and inverse problems, and we outline some recent results on inverse problems. We also prove a new result, viz. a general finiteness theorem for the ...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

عنوان ژورنال:
  • J. Multivariate Analysis

دوره 109  شماره 

صفحات  -

تاریخ انتشار 2012