论文标题

线性回归的无分布测试。扩展到一般参数回归

Distribution free testing for linear regression. Extension to general parametric regression

论文作者

Khmaladze, Estate V.

论文摘要

最近,在\ cite {khm13,khm16,khm17}中提出了一种基于统一转换的参数假设的无分配方法,并在\ cite {ngu17}和\ cite {rob19}中进一步研究。在本说明中,我们表明,转换在线性回归的无分布测试中采取了极为简单的形式。然后,我们将其扩展到使用矢量值协变量的一般参数回归。

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.

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