Some nonparametric tests for constancy of regression relationships over time
Let Y₁, Y₂... be a sequence of random variables obeying the law Y<sub>i</sub> = β’<sub>i</sub> + ε<sub>i</sub>, where β₁, β₂, ... is a sequence of unknown k-dimensional regression vectors; x₁, x₂, ... is a sequence of known k-dimensional regressor vectors; and ε₁...
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| Format: | Others |
| Language: | en_US |
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Virginia Polytechnic Institute and State University
2016
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| Online Access: | http://hdl.handle.net/10919/71281 |