Rth order Markov models based in multiple logistic regression for covariate dependence of sequences.
Manuel Molina Fernandez (1986)
Extracta Mathematicae
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Displaying similar documents to “A goodness of fit test in Markov models with dependence of covariates.”
Rth order Markov models based in multiple logistic regression for covariate dependence of sequences.
Robust estimation in a linear regression model
Jana Jurečková (1980)
Banach Center Publications
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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.
Sign and Wilcoxon tests for quadratic versus cubic regression.
A. P. Gore, K. S. Madhava Rao (1984)
Trabajos de Estadística e Investigación Operativa
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In this paper sign and Wilcoxon tests for testing the null hypothesis of quadratic regression versus the alternative, cubic regression are proposed. It is shown that in the case of a simple design consisting of multiple Y observations at each of the four levels of x, the proposed tests perform reasonably well as compared to their parametric competitors, while in the case of a general design consisting of a large number of levels of x, the loss in Pitman efficiency is considerable. However...
Parametric test for change in a parameter occurring in the density of one-parameter exponential family
van Huu Nguyen (1980)
Aplikace matematiky
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The problem of testing hypothesis under which the observations are independent, identically distributed against a class of alternatives of regression in a parameter of the one-parameter exponential family is studied. A parametric test for this problem is suggested. The relative efficiency of the parametric test compared to the rank test proposed in the author's preceding paper is also derived.