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%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>

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
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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

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
2023
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

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