【摘 要】
:
We novelly transforms the lack-of-fit test for quantile regression models into checking the equality of two conditional distributions of covariates. Due to the
论文部分内容阅读
We novelly transforms the lack-of-fit test for quantile regression models into checking the equality of two conditional distributions of covariates. Due to the huge literature of the two-sample problem, this gives us much flexibility in constructing a reliable test.
其他文献
This paper is concerned with the problem of click fraud detection. We assume each visitor carries a latent indicator, which labels him/her as a regular or malic
The use of zeta integrals is pervasive in the study of automorphic forms,as exemplified in Tates famous thesis.Nevertheless,the relevant integrals and test
Current status data occur in contexts including demographic studies and tumorigenicity experiments. In this case, each subject is observed only once and the fai
In this talk, we discuss the problem of optimal allocation of standby [active] redundancies in coherent systems. We will present some new interesting comparison
Studying model averaging for high-dimensional models with possibly sparse relevant covariates, we incorporate penalized regression for narrowing the set of cand
In the area of sufficient dimension reduction, many methods, including the well-known sliced inverse regression, requires that the covariates satisfy the linear
In survival analysis, it is routine to test equality of two survival curves, which is often conducted by using the log-rank test. Although it is optimal under t
This work is concerned with testing the independence between a categorical random variable Y and a continuous one X based on mean variance index.
We propose a new and easy-to-use method for identifying cointegrated components of nonstationary time series, consisting of an eigenalysis for a certain non-neg
We propose an improved eigenvalue ratio (IER) estimator for the number of factors in this work. Different from the existing ER which calculates the ratios of ad