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Asymptotic Correct ...
Asymptotic Correct Correlation Tests in Model Validation
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- Hjalmarsson, Håkan (författare)
- Linköpings universitet,Reglerteknik,Tekniska högskolan
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(creator_code:org_t)
- Linköping : Linköping University, 1995
- Engelska.
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Serie: LiTH-ISY-I ; 1704
- Relaterad länk:
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https://urn.kb.se/re...
Abstract
Ämnesord
Stäng
- It is well-known that correlation tests may give true significance levels that differ significantly from the desired ones, the tests are less inclined to reject the null hypothesis when second-hand data are used compared with how they are designed to behave, and the situation is the opposite for “fresh” data. The reason is that the tests are based on the assumption that the limit model (corresponding to infinite data) is available. In this paper, we propose a methodology to design correlation tests that avoid this artifact. This leads to tests of higher order correlations.
Ämnesord
- TEKNIK OCH TEKNOLOGIER -- Elektroteknik och elektronik -- Reglerteknik (hsv//swe)
- ENGINEERING AND TECHNOLOGY -- Electrical Engineering, Electronic Engineering, Information Engineering -- Control Engineering (hsv//eng)
Nyckelord
- Correlation methods
- Identification
- Statistical analysis
- Automatic control
- Reglerteknik
Publikations- och innehållstyp
- vet (ämneskategori)
- rap (ämneskategori)