We establish a rigorous procedure for testing a general hypothesis on an arbitrary subset of regression coefficient functions. Specifically, we exploit the techniques developed for post-regularization ...

A test for the arbitrage pricing theory which employs a multivariate linear regression model is developed. Given a sample of return premiums for a set of N assets which includes a subset of k linearly ...

A t-test is an inferential statistic used in hypothesis testing to determine if there is a statistically significant difference between the means of two samples.

Discover how linear regression works, from simple to multiple linear regression, with step-by-step examples, graphs and real-world applications.