On determination of the order of a parabolic regression equation
Teoriâ veroâtnostej i ee primeneniâ, Tome 12 (1967) no. 4, pp. 718-727
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The problem of testing of statistical hypotheses about the proper degree of a parabolic regression equation is considered. There has not been any appropriate test statistic for an important case when a sequence of single observations with an unknown variance of their random errors is given. Here such a statistic is suggested and the first two moments of its distribution are obtained. The new test is shown to be asymptotically more powerful than the $\chi^2$-test.