Generalized inference for a class of linear models under heteroscedasticity

doi:10.1080/03610920701642311

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	Generalized inference for a class of linear models under heteroscedasticity
	Xiong, Shifeng1 ; Mu, Weiyan 2; Xu, Xingzhong 2
	2008
发表期刊	COMMUNICATIONS IN STATISTICS-THEORY AND METHODS
ISSN	0361-0926
卷号	37 期号:8 页码:1225-1236
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.
关键词	frequency generalized pivotal generalized p-value heteroscedasticity linear model
DOI	10.1080/03610920701642311
语种	英语
WOS研究方向	Mathematics
WOS类目	Statistics & Probability
WOS记录号	WOS:000255371300007
出版者	TAYLOR & FRANCIS INC
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/5344
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.