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Various Approaches to Szroeter’s Test for Regression Quantiles
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SYSNO ASEP 0489088 Druh ASEP C - Konferenční příspěvek (mezinárodní konf.) Zařazení RIV D - Článek ve sborníku Název Various Approaches to Szroeter’s Test for Regression Quantiles Tvůrce(i) Kalina, Jan (UIVT-O) RID, SAI, ORCID
Peštová, Barbora (UIVT-O) RID, SAIZdroj.dok. Proceedings of the 11th International Scientific Conference INPROFORUM: Innovations, Enterprises, Regions and Management. - České Budějovice : University of South Bohemia in České Budějovice, 2017 / Pech M. - ISBN 978-80-7394-667-8 Rozsah stran s. 361-365 Poč.str. 5 s. Forma vydání Online - E Akce INPROFORUM 2017. The International Scientific Conference. Innovations, Enterprises, Regions and Management /11./ Datum konání 09.11.2017 - 10.11.2017 Místo konání České Budějovice Země CZ - Česká republika Typ akce EURWRD Jazyk dok. eng - angličtina Země vyd. CZ - Česká republika Klíč. slova Heteroscedasticity ; Regression median ; Diagnostic tools ; Asymptotics Vědní obor RIV IN - Informatika Obor OECD Computer sciences, information science, bioinformathics (hardware development to be 2.2, social aspect to be 5.8) Institucionální podpora UIVT-O - RVO:67985807 Anotace Regression quantiles represent an important tool for regression analysis popular in econometric applications, for example for the task of detecting heteroscedasticity in the data. Nevertheless, they need to be accompanied by diagnostic tools for verifying their assumptions. The paper is devoted to heteroscedasticity testing for regression quantiles, while their most important special case is commonly denoted as the regression median. Szroeter’s test, which is one of available heteroscedasticity tests for the least squares, is modified here for the regression median in three different ways: (1) asymptotic test based on the asymptotic representation for regression quantiles, (2) permutation test based on residuals, and (3) exact approximate test, which has a permutation character and represents an approximation to an exact test. All three approaches can be computed in a straightforward way and their principles can be extended also to other heteroscedasticity tests. The theoretical results are expected to be extended to other regression quantiles and mainly to multivariate quantiles. Pracoviště Ústav informatiky Kontakt Tereza Šírová, sirova@cs.cas.cz, Tel.: 266 053 800 Rok sběru 2019 Elektronická adresa http://ocs.ef.jcu.cz/index.php/inproforum/INP2017/paper/view/916
Počet záznamů: 1