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Mostrando ítems 1-10 de 16
Capítulo de Libro
Artículo
Tests for the equality of conditional variance functions in nonparametric regression
(Institute of Mathematical Statistics, 2015-08-27)
In this paper we are interested in checking whether the conditional variances are equal in k ≥ 2 location-scale regression models. Our procedure is fully nonparametric and is based on the comparison of the error ...
Artículo
On the Muth Distribution
(Vilnius Gediminas Technical University Journals, 2015-05-15)
The Muth distribution is a continuous random variable introduced inthe context of reliability theory. In this paper, some mathematical properties of themodel are derived, including analytical expressions for the ...
Artículo
The Power Muth Distribution
(Vilnius Gediminas Technical University, 2017-03-01)
Muth introduced a probability distribution with application in relia-bility theory. We propose a new model from the Muth law. This paper studies itsstatistical properties, such as the computation of the moments, ...
Artículo
Computationally efficient goodness-of-fit tests for the error distribution in nonparametric regression
(Instituto Nacional de Estatística (Portugal), 2018-01)
Several procedures have been proposed for testing goodness-of-fit to the error distribution in nonparametric regression models. The null distribution of the associated test statistics is usually approximated by means of a ...
Artículo
On the Muth Distribution
(Vilnius teach journals, 2015-06-02)
The Muth distribution is a continuous random variable introduced in the context of reliability theory. In this paper, some mathematical properties of the model are derived, including analytical expressions for the moment ...
Tesis Doctoral
Aproximación a la distribución de ciertos estadísticos en contrastes sobre modelos de regresión no paramétrica
(2017-06-08)
Este trabajo se desarrolla en el contexto de modelos de regresión no paramétrica con diseño aleatorio para variable respuesta y covariable ambas unidimensionales. El conocimiento de la función de distribución del error ...
Artículo
A non-parametric ANOVA-type test for regression curves based on characteristic functions
(Wiley, 2015-03)
This article studies a new procedure to test for the equality of k regression curves in a fully nonparametric context. The test is based on the comparison of empirical estimators of the characteristic functions of the ...
Artículo
Characterizations of multinormality and corresponding tests of fit, including for Garch models
(Cornell University, 2018-05-22)
We provide novel characterizations of multivariate normality that incorporate both the characteristic function and the moment generating function, and we employ these results to construct a class of affine invariant, ...
Artículo
The Power Muth Distribution
(Vilnius teach journals, 2017-03-18)
Muth introduced a probability distribution with application in reliability theory. We propose a new model from the Muth law. This paper studies its statistical properties, such as the computation of the moments, computer ...