One of the most noticeable features of sign-based statistical procedures is an opportunity to build an exact test for simple hypothesis testing of parameters in a regression model. In this article, we expanded a sing-based approach to the nonlinear case with dependent noise. The examined model is a multi-quantile regression, which makes it possible to test hypothesis not only of regression parameters, but of noise parameters as well.
|Journal||Journal of Physics: Conference Series|
|Publication status||Published - 2017|
|Event||International Conference on Information Technologies in Business and Industry 2016 - Tomsk, Russian Federation|
Duration: 21 Sep 2016 → 23 Sep 2016
ASJC Scopus subject areas
- Physics and Astronomy(all)