This paper considers the general linear regression model $Y_i = \sum_j \beta_j x_{ij} + \varepsilon_i$, and studies the problem of testing hypotheses about some of the $\beta$'s while regarding others as nuisance parameters. The test criteria discussed, which are based on ranks of residuals, are shown to be asymptotically distribution-free.
Publié le : 1978-09-14
Classification:
Asymptotic distribution,
asymptotic optimality,
contiguous,
linear rank statistics,
62G10,
62E20
@article{1176344307,
author = {Adichie, J. N.},
title = {Rank Tests of Sub-Hypotheses in the General Linear Regression},
journal = {Ann. Statist.},
volume = {6},
number = {1},
year = {1978},
pages = { 1012-1026},
language = {en},
url = {http://dml.mathdoc.fr/item/1176344307}
}
Adichie, J. N. Rank Tests of Sub-Hypotheses in the General Linear Regression. Ann. Statist., Tome 6 (1978) no. 1, pp. 1012-1026. http://gdmltest.u-ga.fr/item/1176344307/