Distribution free testing for linear regression. Extension to general parametric regression
Methodology
2020-02-10 v1 Statistics Theory
Statistics Theory
Abstract
Recently a distribution free approach for testing parametric hypotheses based on unitary transformations has been suggested in \cite{Khm13, Khm16, Khm17} and further studied in \cite{Ngu17} and \cite{Rob19}. In this note we show that the transformation takes extremely simple form in distribution free testing of linear regression. Then we extend it to general parametric regression with vector-valued covariates.
Keywords
Cite
@article{arxiv.2002.02594,
title = {Distribution free testing for linear regression. Extension to general parametric regression},
author = {Estate V. Khmaladze},
journal= {arXiv preprint arXiv:2002.02594},
year = {2020}
}
Comments
23 pages, 5 figures