Statistical Tests for the Order of a Regression Model Based on a Single Series of Observations
β Scribed by D. V. Shlepakov
- Book ID
- 110289159
- Publisher
- Springer
- Year
- 2000
- Tongue
- English
- Weight
- 78 KB
- Volume
- 52
- Category
- Article
- ISSN
- 0041-5995
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π SIMILAR VOLUMES
We consider an inΓΏnite sequence X 1 ; X 2 ; : : : of independent random variables having a common continuous distribution function F(x). For 1 6 i 6 n, let {X i:n } denote the ith order statistic among X 1 ; : : : ; X n . In this paper, we characterize the distributions for which the regression E((X
The sample entropy, the estimate of the entropy per observation, has been introduced by Vasicek ((1976) A test for normality based on sample entropy, J. Royal Statist. Soc. B 38, 730 -737). In this paper, we provide the sample entropy of order statistics, and present one application of the sample en