Finite-sample and asymptotic sign-based tests for parameters of non-linear quantile regression with Markov noise

M. A. Sirenko, P. F. Tarasenko, M. I. Pushkarev

Research output: Contribution to journalConference articlepeer-review

Abstract

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.

Original languageEnglish
Article number012150
JournalJournal of Physics: Conference Series
Volume803
Issue number1
DOIs
Publication statusPublished - 2017
EventInternational Conference on Information Technologies in Business and Industry 2016 - Tomsk, Russian Federation
Duration: 21 Sep 201623 Sep 2016

ASJC Scopus subject areas

  • Physics and Astronomy(all)

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