On the nonparametric test for parallelism and confidence interval of slope estimators

Abstract

회귀모델 ??에서 ??를 검정하는데 weighted median을 이용한 robust한 검정을 고찰하고 의 신뢰구간을 알아보았다. 귀무가설 하에서의 극한 분포는 x²분포를 하고 대립가설하에서는 noncentral x²분포를 한다는 것을 증명하였다.

For testing ??, in the regression model ??, a robust test using weighted median and confidence interval of b are proposed. Its asymptotic distribution is proved to be chi-square under the null hypothesis and noncentral chi-square under an appopriate sequece of alternatives.

For testing ??, in the regression model ??, a robust test using weighted median and confidence interval of b are proposed. Its asymptotic distribution is proved to be chi-square under the null hypothesis and noncentral chi-square under an appopriate sequece of alternatives.