Generalized inference for a class of linear models under heteroscedasticity
文献类型：期刊论文
| 作者 | Xiong, Shifeng1 ; Mu, Weiyan2; Xu, Xingzhong2
|
| 刊名 | COMMUNICATIONS IN STATISTICS-THEORY AND METHODS
 |
| 出版日期 | 2008 |
| 卷号 | 37期号:8页码:1225-1236 |
| 关键词 | frequency generalized pivotal generalized p-value heteroscedasticity linear model |
| ISSN号 | 0361-0926 |
| DOI | 10.1080/03610920701642311 |
| 英文摘要 | In this article we study inferences for a class of linear models under heteroscedasticity. Using the generalized inference approach, we obtain the generalized p-values of two-sided hypotheses for the multi-dimensional location parameters and one-sided hypotheses for the scale parameters, respectively. Some frequentist properties in small-sample cases and large-sample cases are proven. |
| WOS研究方向 | Mathematics |
| 语种 | 英语 |
| WOS记录号 | WOS:000255371300007 |
| 出版者 | TAYLOR & FRANCIS INC |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/5343]  |
| 专题 | 系统科学研究所 |
| 通讯作者 | Xiong, Shifeng |
| 作者单位 | 1.Chinese Acad Sci, Acad Math & Syst Sci, Beijing 100080, Peoples R China 2.Beijing Inst Technol, Dept Math, Beijing 100081, Peoples R China |
| 推荐引用方式 GB/T 7714 | Xiong, Shifeng,Mu, Weiyan,Xu, Xingzhong. Generalized inference for a class of linear models under heteroscedasticity[J]. COMMUNICATIONS IN STATISTICS-THEORY AND METHODS,2008,37(8):1225-1236. |
| APA | Xiong, Shifeng,Mu, Weiyan,&Xu, Xingzhong.(2008).Generalized inference for a class of linear models under heteroscedasticity.COMMUNICATIONS IN STATISTICS-THEORY AND METHODS,37(8),1225-1236. |
| MLA | Xiong, Shifeng,et al."Generalized inference for a class of linear models under heteroscedasticity".COMMUNICATIONS IN STATISTICS-THEORY AND METHODS 37.8(2008):1225-1236. |
入库方式： OAI收割
来源：数学与系统科学研究院
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