Hölderian properties of partial sums of regression residuals

Račckauskas, Alfredas

doi:10.1007/s00184-005-0011-1

Cited by 2 publications

(3 citation statements)

References 6 publications

Supporting

Mentioning

Contrasting

Order By: Relevance

“…The evaluated expressions (47), (48), (54) and (55) lead to (10)- (16). Now, we are going to derive the approximate expressions for the moments.…”

Section: Appendixmentioning

confidence: 98%

“…We are going to consider the hypotheses on linearity or homoscedasticity of an econometric models which were considered, e.g., by Chow [2,3], Galdfeld and Quandt [6], Joshi [10,11], Maddala [13], Račkauskas [16], Račkauskas and Suquet [17].…”

Section: Testing Linearity or Homoscedasticity Of Regression Functionmentioning

confidence: 99%

“…So, it is a problem of testing homogeneity of the expected value. The outlined hypotheses are tested by several known procedures like those considered, e.g., in [2,3,6,8,16,17,[19][20][21]. Below an another test useful for testing such a type hypotheses is proposed and analyzed its stochastic properties as well as its applications.…”

Section: Introduction and Notationmentioning

confidence: 99%

See 2 more Smart Citations

Testing Homogeneity of Variance or Expected Value in Sequence of Independent Normal Distributions

Wywiał

2009

Acta Appl Math

View full text Add to dashboard Cite

The hypothesis of variance and expected value homogeneity of a sequence of independent normal variable is considered. A statistic to testing this hypothesis is proposed. Its moments are derived. Unbiasedness of the test as well as the limit theorem about the test statistic distribution is proved. Approximation of the test statistic probability distribution is evaluated. On the basis of computer simulation some critical values of the test are determined and the power of the test is analyzed. Several applications of the test are proposed, too.

show abstract

“…The evaluated expressions (47), (48), (54) and (55) lead to (10)- (16). Now, we are going to derive the approximate expressions for the moments.…”

Section: Appendixmentioning

confidence: 98%