Statistical Tests for the Order of a Regression Model Based on a Single Series of Observations
We construct a test for the determination of the order of a linear regression model on the basis of a single series of observations in the case of normally distributed noise with mean value zero and bounded variance. We propose a new equilibrium statistic for the model with infinite (but single) ser...
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| Date: | 2000 |
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| Main Authors: | , |
| Format: | Article |
| Language: | Russian English |
| Published: |
Institute of Mathematics, NAS of Ukraine
2000
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| Online Access: | https://umj.imath.kiev.ua/index.php/umj/article/view/4521 |
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| Journal Title: | Ukrains’kyi Matematychnyi Zhurnal |
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Ukrains’kyi Matematychnyi Zhurnal| _version_ | 1860510649500565504 |
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| author | Shlepakov, D. V. Шлепаков, Д. В. Шлепаков, Д. В. |
| author_facet | Shlepakov, D. V. Шлепаков, Д. В. Шлепаков, Д. В. |
| author_sort | Shlepakov, D. V. |
| baseUrl_str | https://umj.imath.kiev.ua/index.php/umj/oai |
| collection | OJS |
| datestamp_date | 2020-03-18T20:30:18Z |
| description | We construct a test for the determination of the order of a linear regression model on the basis of a single series of observations in the case of normally distributed noise with mean value zero and bounded variance. We propose a new equilibrium statistic for the model with infinite (but single) series of observations; by using this statistic, we construct a test for the determination of the order of this model. |
| first_indexed | 2026-03-24T03:00:21Z |
| format | Article |
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| id | umjimathkievua-article-4521 |
| institution | Ukrains’kyi Matematychnyi Zhurnal |
| keywords_txt_mv | keywords |
| language | rus English |
| last_indexed | 2026-03-24T03:00:21Z |
| publishDate | 2000 |
| publisher | Institute of Mathematics, NAS of Ukraine |
| record_format | ojs |
| resource_txt_mv | umjimathkievua/30/2a36d30d048de5f7966f8e07e5ab4a30.pdf |
| spelling | umjimathkievua-article-45212020-03-18T20:30:18Z Statistical Tests for the Order of a Regression Model Based on a Single Series of Observations Статистические критерии для порядка регрессионной модели по единственной серии наблюдений Shlepakov, D. V. Шлепаков, Д. В. Шлепаков, Д. В. We construct a test for the determination of the order of a linear regression model on the basis of a single series of observations in the case of normally distributed noise with mean value zero and bounded variance. We propose a new equilibrium statistic for the model with infinite (but single) series of observations; by using this statistic, we construct a test for the determination of the order of this model. Побудовано критерій визначення порядку лінійної регресійної моделі за єдиною серією спостережень для випадку нормально розподіленого шуму з нульовим середнім та обмеженою дисперсією. Запропоновано нову статистку рівноваги для моделі з нескінченною (але єдиною) серією спостережень і па її основі побудовано критерій визначення порядку моделі. Institute of Mathematics, NAS of Ukraine 2000-08-25 Article Article application/pdf https://umj.imath.kiev.ua/index.php/umj/article/view/4521 Ukrains’kyi Matematychnyi Zhurnal; Vol. 52 No. 8 (2000); 1148-1152 Український математичний журнал; Том 52 № 8 (2000); 1148-1152 1027-3190 rus en https://umj.imath.kiev.ua/index.php/umj/article/view/4521/5746 https://umj.imath.kiev.ua/index.php/umj/article/view/4521/5747 Copyright (c) 2000 Shlepakov D. V. |
| spellingShingle | Shlepakov, D. V. Шлепаков, Д. В. Шлепаков, Д. В. Statistical Tests for the Order of a Regression Model Based on a Single Series of Observations |
| title | Statistical Tests for the Order of a Regression Model Based on a Single Series of Observations |
| title_alt | Статистические критерии для порядка регрессионной модели по единственной серии наблюдений |
| title_full | Statistical Tests for the Order of a Regression Model Based on a Single Series of Observations |
| title_fullStr | Statistical Tests for the Order of a Regression Model Based on a Single Series of Observations |
| title_full_unstemmed | Statistical Tests for the Order of a Regression Model Based on a Single Series of Observations |
| title_short | Statistical Tests for the Order of a Regression Model Based on a Single Series of Observations |
| title_sort | statistical tests for the order of a regression model based on a single series of observations |
| url | https://umj.imath.kiev.ua/index.php/umj/article/view/4521 |
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