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Distribution free testing for linear regression. Extension to general parametric regression

Recently a distribution free approach for testing parametric hypotheses based on unitary transformations has been suggested in \cite{Khm13, Khm16, Khm17} and further studied in \cite{Ngu17} and \cite{Rob19}. In this note we show that the transformation takes extremely simple form in distribution free testing of linear regression. Then we extend it to general parametric regression with vector-valued covariates.

preprint2020arXivOpen access
Estate V. Khmaladze
Methodologymath.STStatistics Theory
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Estate V. Khmaladze

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