On Hotelling's Approach to Testing for a Nonlinear Parameter in Regression.

Abstract

The method suggested by Hotelling (1939) to test for a nonlinear parameter in a regression model is reviewed. Using the method of Weyl (1939), we derive a simple expression for the volume of a tube about a two dimensional manifold with boundary embedded in the unit sphere in I delta R sub n. Applications to testing for a single harmonic of undetermined frequency and phase and to testing for a change-point in linear regression are discussed. Keywords: Differential geometry.

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Document Details

Document Type
Technical Report
Publication Date
Jan 01, 1988
Accession Number
ADA191189

Entities

People

  • David Siegmund
  • Mark Knowles

Organizations

  • Stanford University

Tags

Communities of Interest

  • C4I

DTIC Thesaurus Topics

  • Boundaries
  • Coefficients
  • Computations
  • Curvature
  • Data Analysis
  • Differential Geometry
  • Geometric Forms
  • Geometry
  • Integrals
  • Lines (Geometry)
  • Military Research
  • Probability
  • Statistics
  • Three Dimensional
  • Two Dimensional
  • United States
  • United States Government

Fields of Study

  • Mathematics

Readers

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  • Statistical inference.
  • Theoretical Analysis.