کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
1146893 | 957535 | 2011 | 11 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
Partial sum process to check regression models with multiple correlated response: With an application for testing a change-point in profile data
دانلود مقاله + سفارش ترجمه
دانلود مقاله ISI انگلیسی
رایگان برای ایرانیان
کلمات کلیدی
موضوعات مرتبط
مهندسی و علوم پایه
ریاضیات
آنالیز عددی
پیش نمایش صفحه اول مقاله
چکیده انگلیسی
We consider regression models with multiple correlated responses for each design point. Under the null hypothesis, a linear regression is assumed. For the least-squares residuals of this linear regression, we establish the limit of the partial sums. This limit is a projection on a certain subspace of the reproducing Kernel Hilbert space of a multivariate Brownian motion. Based on this limit, we propose a significance test of Kolmogorov–Smirnov type to test the null hypothesis and show that this result can be used to study a change-point problem in the case of linear profile data (panel data). We compare our proposed method, which does not rely on any distributional assumptions, with the likelihood ratio test in a simulation study.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Multivariate Analysis - Volume 102, Issue 2, February 2011, Pages 281–291
Journal: Journal of Multivariate Analysis - Volume 102, Issue 2, February 2011, Pages 281–291
نویسندگان
W. Bischoff, A. Gegg,