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Nonparametric tests in linear model with autoregressive errors

The result's identifiers

  • Result code in IS VaVaI

    <a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F46747885%3A24510%2F23%3A00010384" target="_blank" >RIV/46747885:24510/23:00010384 - isvavai.cz</a>

  • Alternative codes found

    RIV/00216208:11320/23:10452702

  • 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>

Alternative languages

  • 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

  • Czech description

Classification

  • Type

    J<sub>imp</sub> - Article in a specialist periodical, which is included in the Web of Science database

  • CEP classification

  • OECD FORD branch

    10103 - Statistics and probability

Result continuities

  • 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)

Others

  • Publication year

    2023

  • Confidentiality

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

Data specific for result type

  • Name of the periodical

    Metrika

  • ISSN

    0026-1335

  • e-ISSN

  • Volume of the periodical

    86

  • Issue of the periodical within the volume

    4

  • Country of publishing house

    US - UNITED STATES

  • Number of pages

    11

  • Pages from-to

    443-453

  • UT code for WoS article

    000835575400001

  • EID of the result in the Scopus database

    2-s2.0-85135354895