Using a sequence of point optimal tests to select a varying coefficient model

DOI10.1080/03610919708813404MaRDI QIDQ4369370zbMATH OpenOpenAlexFDO

Authors Robert Darren Brooks

Publication date 18 December 1997

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610919708813404

zbMATH Keywords

hypothesis testingvarying parameter regression models

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Linear regression; mixed models (62J05)

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Cites work

• An approximate method for generating asymmetric random variables
• An approximate method for generating symmetric random variables
• On choosing the optimal level of significance for the Durbin-Watson test and the Bayesian alternative
• Some Estimators for a Linear Model with Random Coefficients
• The robustness of point optimal testing for rosenberg random regression coefficients

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