Displaying similar documents to “Testing a sub-hypothesis in linear regression models with long memory covariates and errors”

Spurious regression.

Ventosa-Santaulària, D. (2009)

Journal of Probability and Statistics

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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...

A counting process model of survival of parallel load-sharing system

Petr Volf, Aleš Linka (2001)

Kybernetika

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A system composed from a set of independent and identical parallel units is considered and its resistance (survival) against an increasing load is modelled by a counting process model, in the framework of statistical survival analysis. The objective is to estimate the (nonparametrized) hazard function of the distribution of loads breaking the units of the system (i. e. their breaking strengths), to derive the large sample properties of the estimator, and to propose a goodness-of-fit...