Distribution free testing for linear regression. Extension to general parametric regression

02/07/2020
by   Estate V. Khmaladze, et al.
0

Recently a distribution free approach for testing parametric hypotheses based on unitary transformations has been suggested in <cit.> and further studied in <cit.> and <cit.>. In this note we show that the transformation takes extremely simple form in distribution free testing of linear regression. Then we extend it to general parametric regression with vector-valued covariates.

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