Full metadata record
DC Field | Value | Language |
---|---|---|
dc.contributor.author | Dette, Holger | de |
dc.contributor.author | Nagel, Eva-Renate | de |
dc.contributor.author | Neumeyer, Natalie | de |
dc.date.accessioned | 2004-12-06T18:41:14Z | - |
dc.date.available | 2004-12-06T18:41:14Z | - |
dc.date.issued | 2003 | de |
dc.identifier.uri | http://hdl.handle.net/2003/4987 | - |
dc.identifier.uri | http://dx.doi.org/10.17877/DE290R-15048 | - |
dc.description.abstract | In the classical linear regression model the problem of testing for symmetry of the error distribution is considered. The test statistic is a functional of the difference between the two empirical distribution functions of the estimated residuals and their counterparts with opposite signs. The weak convergence of the difference process to a Gaussian process is established. The covariance structure of this process depends heavily on the density of the error distribution, and for this reason the performance of a symmetric wild bootstrap procedure is discussed in asymptotic theory and by means of a simulation study. | en |
dc.format.extent | 192577 bytes | - |
dc.format.extent | 411687 bytes | - |
dc.format.mimetype | application/pdf | - |
dc.format.mimetype | application/postscript | - |
dc.language.iso | en | de |
dc.publisher | Universitätsbibliothek Dortmund | de |
dc.subject | M-estimation | en |
dc.subject | goodness-of-fit tests | en |
dc.subject | testing for symmetry | en |
dc.subject | empirical process of residuals | en |
dc.subject | linear model | en |
dc.subject.ddc | 310 | de |
dc.title | A Note on Testing Symmetry of the Error Distribution in Linear Regression Models | en |
dc.type | Text | de |
dc.type.publicationtype | report | en |
dcterms.accessRights | open access | - |
Appears in Collections: | Sonderforschungsbereich (SFB) 475 |
Files in This Item:
File | Description | Size | Format | |
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25_03.pdf | DNB | 188.06 kB | Adobe PDF | View/Open |
tr25-03.ps | 402.04 kB | Postscript | View/Open |
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