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Journal Article

Omnibus tests for the error distribution in the linear regression model

Hušková Marie, Meintanis S. G.

: Statistics vol.41, 5 (2007), p. 363-376

: CEZ:AV0Z10750506

: GA201/06/0254, GA ČR

: linear regression, omnibus tests

(eng): Test procedure based on L2 norm. Theoretical results will be accompanied by a simulation study.

(cze): Testova statistika je zalozena na L2 vzdalenosti mezi charakteristickymi funkcemi (predpokladane) chybove distribuce a empirickou charakteristickou funkci rezidui. Prace obsahuje tez simulacni studii.

: BD

2019-01-07 08:39
Institute of Information Theory and Automation