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Maximal Type Test Statistics Based on Conditional Processes

机译:基于条件过程的最大类型检验统计量

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摘要

A general methodology is presented for non-parametric testing of independence,location and dispersion in multiple regression. The proposed testing procedures are based on the concepts of conditional distribution function, conditional quantile, and conditional shortest t-fraction. Techniques involved come from empirical process and extreme-value theory. The asymptotic distributions are standard Gumbel.

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