Nonparametric tests in linear model with autoregressive errors

Result code in IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F46747885%3A24510%2F22%3A00010384" target="_blank" >RIV/46747885:24510/22:00010384 - isvavai.cz</a>

Result on the web

<a href="https://link.springer.com/content/pdf/10.1007/s00184-022-00877-y.pdf" target="_blank" >https://link.springer.com/content/pdf/10.1007/s00184-022-00877-y.pdf</a>

DOI - Digital Object Identifier

<a href="http://dx.doi.org/10.1007/s00184-022-00877-y" target="_blank" >10.1007/s00184-022-00877-y</a>

Result language

angličtina

Original language name

Nonparametric tests in linear model with autoregressive errors

Original language description

In the linear regression model with possibly autoregressive errors, we construct a family of nonparametric tests for significance of regression, under a nuisance autoregression of model errors. The tests avoid an estimation of nuisance parameters, in contrast to the tests proposed in the literature. A simulation study illustrate their good performance.

Czech name

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Czech description

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Type

J_imp - Article in a specialist periodical, which is included in the Web of Science database

CEP classification

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OECD FORD branch

10103 - Statistics and probability

Project

<a href="/en/project/GA22-03636S" target="_blank" >GA22-03636S: Aggregation of Methodologies Based on Economic Data</a><br>

Continuities

P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)

Publication year

2022

Confidentiality

S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Name of the periodical

Metrika

ISSN

0026-1335

e-ISSN

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Volume of the periodical

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Issue of the periodical within the volume

AUG 3

Country of publishing house

US - UNITED STATES

Number of pages

11

Pages from-to

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UT code for WoS article

000835575400001

EID of the result in the Scopus database

2-s2.0-85135354895