Finite-sample and asymptotic sign-based tests for parameters of non-linear quantile regression with Markov noise

Sirenko, M. A.; Tarasenko, P. F.; Pushkarev, Maksim Ivanovich

Please use this identifier to cite or link to this item: http://earchive.tpu.ru/handle/11683/38193

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DC Field	Value	Language
dc.contributor.author	Sirenko, M. A.	en
dc.contributor.author	Tarasenko, P. F.	en
dc.contributor.author	Pushkarev, Maksim Ivanovich	en
dc.date.accessioned	2017-04-28T07:15:33Z	-
dc.date.available	2017-04-28T07:15:33Z	-
dc.date.issued	2017	-
dc.identifier.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.].	en
dc.identifier.uri	http://earchive.tpu.ru/handle/11683/38193	-
dc.description.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.	en
dc.language.iso	en	en
dc.publisher	IOP Publishing	en
dc.relation.ispartof	Journal of Physics: Conference Series. Vol. 803 : Information Technologies in Business and Industry (ITBI2016). — Bristol, 2017.	en
dc.rights	info:eu-repo/semantics/openAccess	en
dc.subject	тесты	ru
dc.subject	регрессии	ru
dc.subject	шумы	ru
dc.subject	тестирование	ru
dc.subject	статистические процедуры	ru
dc.title	Finite-sample and asymptotic sign-based tests for parameters of non-linear quantile regression with Markov noise	en
dc.type	Conference Paper	en
dc.type	info:eu-repo/semantics/publishedVersion	en
dc.type	info:eu-repo/semantics/conferencePaper	en
dcterms.audience	Researches	en
local.department	Национальный исследовательский Томский политехнический университет (ТПУ)::Институт кибернетики (ИК)::Кафедра автоматики и компьютерных систем (АИКС)	ru
local.description.firstpage	12150	-
local.filepath	http://dx.doi.org/10.1088/1742-6596/803/1/012150	-
local.identifier.bibrec	RU\TPU\network\20036	-
local.identifier.colkey	RU\TPU\col\18698	-
local.identifier.perskey	RU\TPU\pers\30702	-
local.localtype	Доклад	ru
local.volume	8032016	-
local.conference.name	Information Technologies in Business and Industry (ITBI2016)	-
local.conference.date	2016	-
dc.identifier.doi	10.1088/1742-6596/803/1/012150	-
Appears in Collections:	Материалы конференций

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