Maximal type test statistics based on conditional processes

J. Beirlant; J.H.J. Einmahl

doi:10.1016/0378-3758(96)00135-8

Maximal type test statistics based on conditional processes

J. Beirlant
, J.H.J. Einmahl

Research output: Contribution to journal › Article › Academic › peer-review

1 Citation (Scopus)

Abstract

A general methodology is presented for non-parametric testing of independence, location and dispersion in multiple regression. The proposed testing procedures are based on the concepts of conditional distribution function, conditional quantile, and conditional shortest t-fraction. Techniques involved come from empirical process and extreme-value theory. The asymptotic distributions are standard Gumbel.

Original language	English
Pages (from-to)	1-19
Number of pages	19
Journal	Journal of Statistical Planning and Inference
Volume	53
Issue number	1
DOIs	https://doi.org/10.1016/0378-3758(96)00135-8
Publication status	Published - 1996

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title = "Maximal type test statistics based on conditional processes",

abstract = "A general methodology is presented for non-parametric testing of independence, location and dispersion in multiple regression. The proposed testing procedures are based on the concepts of conditional distribution function, conditional quantile, and conditional shortest t-fraction. Techniques involved come from empirical process and extreme-value theory. The asymptotic distributions are standard Gumbel.",

author = "J. Beirlant and J.H.J. Einmahl",

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AB - A general methodology is presented for non-parametric testing of independence, location and dispersion in multiple regression. The proposed testing procedures are based on the concepts of conditional distribution function, conditional quantile, and conditional shortest t-fraction. Techniques involved come from empirical process and extreme-value theory. The asymptotic distributions are standard Gumbel.

U2 - 10.1016/0378-3758(96)00135-8

DO - 10.1016/0378-3758(96)00135-8

M3 - Article

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VL - 53

SP - 1

EP - 19

JO - Journal of Statistical Planning and Inference

JF - Journal of Statistical Planning and Inference

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ER -

Maximal type test statistics based on conditional processes

Abstract

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