liu.seSearch for publications in DiVA
Change search
CiteExportLink to record
Permanent link

Direct link
Cite
Citation style
  • apa
  • harvard1
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • oxford
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf
Asymptotic Correct Correlation Tests in Model Validation
Linköping University, Department of Electrical Engineering, Automatic Control. Linköping University, The Institute of Technology.
1995 (English)Report (Other academic)
Abstract [en]

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.

Place, publisher, year, edition, pages
Linköping: Linköping University , 1995.
Series
LiTH-ISY-I, ISSN 8765-4321 ; 1704
Keyword [en]
Correlation methods, Identification, Statistical analysis
National Category
Control Engineering
Identifiers
URN: urn:nbn:se:liu:diva-55154OAI: oai:DiVA.org:liu-55154DiVA: diva2:315733
Available from: 2010-04-29 Created: 2010-04-29 Last updated: 2013-08-10

Open Access in DiVA

No full text

By organisation
Automatic ControlThe Institute of Technology
Control Engineering

Search outside of DiVA

GoogleGoogle Scholar

urn-nbn

Altmetric score

urn-nbn
Total: 8 hits
CiteExportLink to record
Permanent link

Direct link
Cite
Citation style
  • apa
  • harvard1
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • oxford
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf