کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1146030 1489691 2012 18 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Testing for symmetries in multivariate inverse problems
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات آنالیز عددی
پیش نمایش صفحه اول مقاله
Testing for symmetries in multivariate inverse problems
چکیده انگلیسی

We propose a test for shape constraints which can be expressed by transformations of the coordinates of multivariate regression functions. The method is motivated by the constraint of symmetry with respect to some unknown hyperplane but can easily be generalized to other shape constraints of this type or other semi-parametric settings. In a first step, the unknown parameters are estimated and in a second step, this estimator is used in the L2L2-type test statistic for the shape constraint. We consider the asymptotic behavior of the estimated parameter and show that it converges with parametric rate if the shape constraint is true. Moreover, we derive the asymptotic distribution of the test statistic under the null hypothesis and furthermore propose a bootstrap test based on the residual bootstrap. In a simulation study, we investigate the finite sample performance of the estimator as well as the bootstrap test.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Multivariate Analysis - Volume 109, August 2012, Pages 236–253
نویسندگان
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