Discussiones Mathematicae Probability and Statistics 24(2) (2004) 151-181

SOME REMARKS ON PERMUTATION TYPE TESTS IN LINEAR MODELS

Marie Husková

Charles University of Prague, Department of Statistics
Sokolovská 83, CZ - 186 75 Praha 8 and
UTIA Czech Academy of Sciences, Czech Republic

e-mail: marie.huskova@karlin.mff.cuni.cz

Jan Picek

Technical University of Liberec
Department of Applied Mathematics
Hálkova 6, CZ-461 17 Liberec, Czech Republic

e-mail: jan.picek@vslib.cz

Abstract

The paper discusses applications of permutation arguments in testing problems in linear models. Particular attention will be paid to the application in L1-test procedures. Theoretical results will beaccompanied by a simulation study.

Keywords: hypotheses testing, linear regression models, L1- and L2 - procedures.

2000 Mathematics Subject Classification: 62G20, 62E20, 60F17.
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Received 3 December 2003