Title of article
Finite-sample exact tests for linear regressions with bounded dependent variables
Author/Authors
Gossner، نويسنده , , Olivier and Schlag، نويسنده , , Karl H.، نويسنده ,
Pages
10
From page
75
To page
84
Abstract
We introduce tests for finite-sample linear regressions with heteroskedastic errors. The tests are exact, i.e., they have guaranteed type I error probabilities when bounds are known on the range of the dependent variable, without any assumptions about the noise structure. We provide upper bounds on probability of type II errors, and apply the tests to empirical data.
Keywords
Nonparametric linear regression , Exact test , Heteroskedasticity
Journal title
Astroparticle Physics
Record number
2041906
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