Mathematical Research Data Initiative
Main page
Recent changes
Random page
SPARQL
MaRDI@GitHub
New item
Special pages
In other projects
MaRDI portal item
Discussion
View source
View history
English
Log in

Testing Normality in One-Dimensional and Multi-Dimensional Linear Regression

From MaRDI portal
Publication:4170103
Jump to:navigation, search

DOI10.1137/1122073zbMATH Open0388.62058OpenAlexW2023447067MaRDI QIDQ4170103FDOQ4170103


Authors: L. A. Mukanceva Edit this on Wikidata


Publication date: 1977

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/1122073





Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Linear regression; mixed models (62J05) Central limit and other weak theorems (60F05)



Cited In (7)

  • Asymptotics of Sums of Residuals of One-Parameter Linear Regression on Order Statistics
  • Empirical process based on the recursive residuals in functional measurement error models
  • Chi-squared goodness-of-fit tests for parametric accelerated failure time models
  • On tests for normality of experimental error in ridge regression
  • Chi-squared tests for general composite hypotheses from censored samples
  • Weak convergence of the empirical process of residuals in linear models with many parameters
  • Nonparametric predictive distributions based on conformal prediction





This page was built for publication: Testing Normality in One-Dimensional and Multi-Dimensional Linear Regression

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4170103)

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Publication:4170103&oldid=17992096"
Tools
What links here
Related changes
Printable version
Permanent link
Page information
This page was last edited on 6 February 2024, at 11:32. Warning: Page may not contain recent updates.
Privacy policy
About MaRDI portal
Disclaimers
Imprint
Powered by MediaWiki