Rank procedures for testing subhypotheses in linear regression (Q1062382): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Rank procedures for testing subhypotheses in linear regression |
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Rank procedures for testing subhypotheses in linear regression (English)
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1984
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A distribution-free test is studied for a subhypothesis on some component of the parameter vector in a linear model. The asymptotic relative efficiency of the proposed test with respect to the classical test of the normal regression model is derived, and asymptotic optimality is discussed for some underlying distribution functions.
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rank procedures
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likelihood ratio test
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least-squares estimates
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distribution-free test
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subhypothesis
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asymptotic optimality
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