Analysis of generalized residuals in hazard regression models
Petr Volf (1996)
Kybernetika
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Displaying similar documents to “Spurious regression.”
Analysis of generalized residuals in hazard regression models
A statistical comparison of accelerated concrete testing methods.
Meyer, Denny (1997)
Journal of Applied Mathematics and Decision Sciences
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A comparison of cointegration tests
Petr Mariel (1996)
Applications of Mathematics
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In this paper some of the cointegration tests applied to a single equation are compared. Many of the existent cointegration tests are simply extensions of the unit root tests applied to the residuals of the cointegrating regression and the habitual is no cointegration. However, some non residual-based tests and some tests of the opposite null hypothesis have recently appeared in literature. Monte Carlo simulations have been used for the power comparison of the nine selected tests (...
Book review: "Statistical Data Analysis Based on the L1-Norm and Related Methods" by Ydolah Dodge, ed.
Piotr Nowak (2006)
Control and Cybernetics
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Testing the stability of regression parameters when some additional data sets are available.
Radhakrishnan, R., Robinson, Don R. (1994)
International Journal of Mathematics and Mathematical Sciences
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Some invariant test procedures for detection of structural changes
Marie Hušková (2000)
Kybernetika
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Regression and scale invariant -test procedures are developed for detection of structural changes in linear regression model. Their limit properties are studied under the null hypothesis.
Goodness-of-fit tests for parametric regression models based on empirical characteristic functions
Marie Hušková, Simon G. Meintanis (2009)
Kybernetika
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Test procedures are constructed for testing the goodness-of-fit in parametric regression models. The test statistic is in the form of an L2 distance between the empirical characteristic function of the residuals in a parametric regression fit and the corresponding empirical characteristic function of the residuals in a non-parametric regression fit. The asymptotic null distribution as well as the behavior of the test statistic under contiguous alternatives is investigated. Theoretical...