Please use this identifier to cite or link to this item:
http://earchive.tpu.ru/handle/11683/38193
Title: | Finite-sample and asymptotic sign-based tests for parameters of non-linear quantile regression with Markov noise |
Authors: | Sirenko, M. A. Tarasenko, P. F. Pushkarev, Maksim Ivanovich |
Keywords: | тесты; регрессии; шумы; тестирование; статистические процедуры |
Issue Date: | 2017 |
Publisher: | IOP Publishing |
Citation: | Sirenko M. A. Finite-sample and asymptotic sign-based tests for parameters of non-linear quantile regression with Markov noise / M. A. Sirenko, P. F. Tarasenko, M. I. Pushkarev // Journal of Physics: Conference Series. — 2017. — Vol. 803 : Information Technologies in Business and Industry (ITBI2016) : International Conference, 21–26 September 2016, Tomsk, Russian Federation : [proceedings]. — [012150, 7 p.]. |
Abstract: | One of the most noticeable features of sign-based statistical procedures is an opportunity to build an exact test for simple hypothesis testing of parameters in a regression model. In this article, we expanded a sing-based approach to the nonlinear case with dependent noise. The examined model is a multi-quantile regression, which makes it possible to test hypothesis not only of regression parameters, but of noise parameters as well. |
URI: | http://earchive.tpu.ru/handle/11683/38193 |
Appears in Collections: | Материалы конференций |
Files in This Item:
File | Description | Size | Format | |
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dx.doi.org-10.1088-1742-6596-803-1-012150.pdf | 608,2 kB | Adobe PDF | View/Open |
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