Using a sequence of point optimal tests to select a varying coefficient model

DOI10.1080/03610919708813404zbMath0900.62106OpenAlexW2050080729MaRDI QIDQ4369370

Robert Darren Brooks

Publication date: 18 December 1997

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610919708813404

zbMATH Keywords

hypothesis testingvarying parameter regression models

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Parametric hypothesis testing (62F03)

Cites Work

• On choosing the optimal level of significance for the Durbin-Watson test and the Bayesian alternative
• The robustness of point optimal testing for rosenberg random regression coefficients
• An approximate method for generating asymmetric random variables
• Some Estimators for a Linear Model with Random Coefficients
• An approximate method for generating symmetric random variables

This page was built for publication: Using a sequence of point optimal tests to select a varying coefficient model