Work

Nonparametric Tests in Linear Model with Autoregressive Errors

Year: 2020

Type: preprint

Abstract: In the linear regression model with possibly autoregressive errors, we propose a family of nonparametric tests for regression under a nuisance autoregression. The tests avoid the estimation of nuisance parameters, in contrast to the tests proposed in the literature.

Source: arXiv (Cornell University)

DOI: 10.48550/arxiv.2007.12124

Authors: Arslan, Olcay, Güney, Yesim, Jureckova, Jana, Tuac, Yetkin

Institution: Charles University

Language: English

Topic: Advanced Statistical Methods and Models

Subfield: Statistics and Probability

Field: Mathematics

Domain: Physical Sciences

Open Access status: green

Funder: Grantová Agentura České Republiky

Award: Random Processes of Regression Quantiles in the Financial Risk Analysis

OpenAlex ID: W4289721160

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