On the reconstruction of an error distribution in the linear regression scheme
Zapiski Nauchnykh Seminarov POMI, Studies in mathematical statistics. Part 3, Tome 87 (1979), pp. 36-40
Voir la notice de l'article provenant de la source Math-Net.Ru
Under certain condition the characterization of the additive type of an error distribution by the maximal invariants distribution is proved for the linear regression scheme.
Under an addition condition of the design matrix the possibility of reconstruction of an error distribution itself is also proved.
@article{ZNSL_1979_87_a3,
author = {A. V. Kakocian},
title = {On the reconstruction of an error distribution in the linear regression scheme},
journal = {Zapiski Nauchnykh Seminarov POMI},
pages = {36--40},
publisher = {mathdoc},
volume = {87},
year = {1979},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/ZNSL_1979_87_a3/}
}
A. V. Kakocian. On the reconstruction of an error distribution in the linear regression scheme. Zapiski Nauchnykh Seminarov POMI, Studies in mathematical statistics. Part 3, Tome 87 (1979), pp. 36-40. http://geodesic.mathdoc.fr/item/ZNSL_1979_87_a3/