Optimal pseudo-Gaussian and rank-based random coefficient detection in multiple regression
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Publication:2215956
DOI10.1214/20-EJS1770zbMath1455.62135MaRDI QIDQ2215956
Mohamed Fihri, Marc Hallin, Amal Mellouk, Abdelhadi Akharif
Publication date: 15 December 2020
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.ejs/1607569250
local asymptotic normalitymixture modelsrandom coefficientmultiple regression modeltesting for homogeneityaligned rank testcone-shaped alternativepseudo-Gaussian testunidentified nuisance
Nonparametric hypothesis testing (62G10) Linear regression; mixed models (62J05) Parametric hypothesis testing (62F03)
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