M-test in linear models with negatively superadditive dependent errors

DOI10.1186/s13660-017-1509-6zbMath1373.62365WikidataQ42362889 ScholiaQ42362889MaRDI QIDQ2406281

Ling Liu, Shouyou Huang, Yuncai Yu, Hong Chang Hu

Publication date: 27 September 2017

Published in: Journal of Inequalities and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1186/s13660-017-1509-6

zbMATH Keywords

Monte Carlo simulations; asymptotic property; linear regression models; M-test; NSD random sequences

Mathematics Subject Classification ID

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

62J05: Linear regression; mixed models

62F03: Parametric hypothesis testing

62F35: Robustness and adaptive procedures (parametric inference)

62F05: Asymptotic properties of parametric tests

Related Items

A difference-based approach in the partially linear model with dependent errors, Asymptotic normality and mean consistency of LS estimators in the errors-in-variables model with dependent errors, Detection of multiple change points for linear processes under negatively super-additive dependence, The adaptivity of thresholding wavelet estimators in heteroscedastic nonparametric model with negatively super-additive dependent errors, Pointwise wavelet change-points estimation for dependent biased sample

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