Inference for General MANOVA Based on ANOVA-Type Statistic

Studies in Classification, Data Analysis, and Knowledge Organization - Advanced Studies in Classification and Data Science ◽

10.1007/978-981-15-3311-2_19 ◽

2020 ◽

pp. 241-254

Author(s):

Łukasz Smaga

Keyword(s):

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A Kolmogorov-Smirnov type statistic for detecting structural changes of textures

Pattern Recognition Letters ◽

10.1016/0167-8655(94)00103-a ◽

1995 ◽

Vol 16 (3) ◽

pp. 247-256 ◽

Author(s):

Sg. Ferryanto

Keyword(s):

Structural Changes ◽

Type Statistic ◽

Kolmogorov Smirnov

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Asymptotic properties of a correlation coefficient type statistic connected with the general linear model

Journal of Econometrics ◽

10.1016/0304-4076(78)90003-9 ◽

1978 ◽

Vol 7 (1) ◽

pp. 15-21 ◽

Author(s):

Laurens De Haan ◽

Elselien Taconis-Haantjes

Keyword(s):

Linear Model ◽

Correlation Coefficient ◽

Asymptotic Properties ◽

General Linear Model ◽

General Linear ◽

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A Kolmogorov-Smirnov Type Statistic with Application to Test for Nonlinearity in Time Series

International Statistical Review ◽

10.2307/1403689 ◽

1991 ◽

Vol 59 (3) ◽

pp. 287 ◽

Author(s):

Cheng Bing

Keyword(s):

Time Series ◽

Type Statistic ◽

Kolmogorov Smirnov

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On a Cramer-von Mises-Type Statistic for Testing Symmetry

Journal of the American Statistical Association ◽

10.2307/2287405 ◽

1980 ◽

Vol 75 (369) ◽

pp. 161 ◽

Author(s):

James A. Koziol

Keyword(s):

Type Statistic ◽

Von Mises ◽

Cramer Von Mises

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Lepage type statistic based on the modified Baumgartner statistic

Computational Statistics & Data Analysis ◽

10.1016/j.csda.2006.04.026 ◽

2007 ◽

Vol 51 (10) ◽

pp. 5061-5067 ◽

Author(s):

Hidetoshi Murakami

Keyword(s):

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Asymptotic distribution of a Cramér-von mises type statistic for testing symmetry when the center is estimated

Annals of the Institute of Statistical Mathematics ◽

10.1007/bf02480914 ◽

1981 ◽

Vol 33 (1) ◽

pp. 1-14 ◽

Author(s):

Sigeo Aki

Keyword(s):

Asymptotic Distribution ◽

Type Statistic ◽

Von Mises ◽

Cramer Von Mises

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On Testing for the Constancy of Regression Coefficients under Random Walk and Change-Point Alternatives

Econometric Theory ◽

10.1017/s0266466600013190 ◽

1992 ◽

Vol 8 (4) ◽

pp. 501-517 ◽

Author(s):

V.K. Jandhyala ◽

I.B. MacNeill

Keyword(s):

Random Walk ◽

Change Point ◽

Asymptotic Theory ◽

Regression Coefficients ◽

Type Statistic ◽

Invariant Statistic ◽

Constancy Of Regression

The locally best invariant statistic to test for the constancy of regression coefficients under a random walk alternative is shown to be the same as a Bayesian-type statistic derived under a change-point alternative. Asymptotic theory for this and more general statistics is discussed.

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A High-dimensionality-adjusted Consistent Cp-type Statistic for Selecting Variables in a Normality-assumed Linear Regression with Multiple Responses

Procedia Computer Science ◽

10.1016/j.procs.2016.08.151 ◽

2016 ◽

Vol 96 ◽

pp. 1096-1105

Author(s):

Hirokazu Yanagihara

Keyword(s):

Linear Regression ◽

High Dimensionality ◽

Multiple Responses ◽

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Testing for stochastic dominance using the weighted McFadden-type statistic

Journal of Econometrics ◽

10.1016/j.jeconom.2005.03.013 ◽

2006 ◽

Vol 133 (1) ◽

pp. 191-205 ◽

Author(s):

Lajos Horváth ◽

Piotr Kokoszka ◽

Ričardas Zitikis

Keyword(s):

Stochastic Dominance ◽

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On the asymptotic distribution of T2-type statistic with two-step monotone missing data

Journal of Statistical Theory and Practice ◽

10.1080/15598608.2018.1450795 ◽

2018 ◽

Vol 12 (3) ◽

pp. 657-668 ◽

Author(s):

Tamae Kawasaki ◽

Nobumichi Shutoh ◽

Takashi Seo

Keyword(s):

Missing Data ◽

Asymptotic Distribution ◽

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