constancy of regression Latest Research Papers

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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The Equivalence of Two Test Statistics for Testing the Constancy of Regression Coefficient

Econometric Theory ◽

10.1017/s0266466600013116 ◽

1992 ◽

Vol 8 (3) ◽

pp. 433-434

Author(s):

A. Buse

Keyword(s):

Regression Coefficient ◽

Test Statistics ◽

Constancy Of Regression

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The Equivalence of Two Test Statistics for Testing the Constancy of Regression Coefficient

Econometric Theory ◽

10.1017/s0266466600004618 ◽

1991 ◽

Vol 7 (3) ◽

pp. 419-420 ◽

Cited By ~ 1

Author(s):

Marcellus S. Snow ◽

Eric Iksoon

Keyword(s):

Regression Coefficient ◽

Test Statistics ◽

Constancy Of Regression

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CONSTANCY OF REGRESSION OF A POLYNOMIAL OF SAMPLE AVERAGE OF POSITIVE RANDOM VARIABLES ON THEIR RATIOS CHARACTERIZES GAMMA DISTRIBUTION

Statistical Data Analysis and Inference ◽

10.1016/b978-0-444-88029-1.50034-4 ◽

1989 ◽

pp. 309-316

Author(s):

Abram KAGAN

Keyword(s):

Gamma Distribution ◽

Random Variables ◽

Sample Average ◽

Constancy Of Regression

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constancy of regression
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TOTAL DOCUMENTS

H-INDEX

6 Moments and constancy of regression

Methods of constructing characterizations by constancy of regression on the sample mean and related problems for NEF’s

On a Characterization of Gaussian Distributions on Abelian Groups by Constancy of Regression

Testing the constancy of regression parameters against continuous structural change

Acknowledgment of Priority: Asymptotic Theory of a Test for the Constancy of Regression Coefficients Against the Random Walk Alternative

Condition for the constancy of regression of a polynomial statistic on a sample mean

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

The Equivalence of Two Test Statistics for Testing the Constancy of Regression Coefficient

The Equivalence of Two Test Statistics for Testing the Constancy of Regression Coefficient

CONSTANCY OF REGRESSION OF A POLYNOMIAL OF SAMPLE AVERAGE OF POSITIVE RANDOM VARIABLES ON THEIR RATIOS CHARACTERIZES GAMMA DISTRIBUTION

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constancy of regressionRecently Published Documents

TOTAL DOCUMENTS

H-INDEX

6 Moments and constancy of regression

Methods of constructing characterizations by constancy of regression on the sample mean and related problems for NEF’s

On a Characterization of Gaussian Distributions on Abelian Groups by Constancy of Regression

Testing the constancy of regression parameters against continuous structural change

Acknowledgment of Priority: Asymptotic Theory of a Test for the Constancy of Regression Coefficients Against the Random Walk Alternative

Condition for the constancy of regression of a polynomial statistic on a sample mean

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

The Equivalence of Two Test Statistics for Testing the Constancy of Regression Coefficient

The Equivalence of Two Test Statistics for Testing the Constancy of Regression Coefficient

CONSTANCY OF REGRESSION OF A POLYNOMIAL OF SAMPLE AVERAGE OF POSITIVE RANDOM VARIABLES ON THEIR RATIOS CHARACTERIZES GAMMA DISTRIBUTION

constancy of regression
Recently Published Documents