A nonparametric test for serial independence of regression errors

DOI10.1093/BIOMET/87.1.228MaRDI QIDQ4949556zbMATH OpenOpenAlexFDO

Authors

Publication date 16 December 2001

Published in Biometrika (Search for Journal in Brave)

Full work available at URL http://hdl.handle.net/10016/2447

zbMATH Keywords

empirical process based on residualsHoeffding-Blum-Kiefer-Rosenblatt statisticserial independence teststrictly stationary discrete time process

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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Cited in

(18)

• Testing conditional independence via Rosenblatt transforms
• Comparing distribution functions of errors in linear models: a nonparametric approach
• Empirical distribution function under heteroscedasticity
• On Tests Applied to Residuals
• Test for serial correlation in nonparametric regression models
• Permutation Tests for Correlation in Regression Errors
• scientific article; zbMATH DE number 1124636 (Why is no real title available?)
• Testing serial independence via density-based measures of divergence
• APPLIED REGRESSION ANALYSIS BIBLIOGRAPHY UPDATE 2000–2001
• scientific article; zbMATH DE number 1449647 (Why is no real title available?)
• Hoeffding-Blum-Kiefer-Rosenblatt independence test statistic on partly not identically distributed data
• Nonparametric bootstrap tests for independence of generalized errors
• Testing functional inequalities
• scientific article; zbMATH DE number 5224898 (Why is no real title available?)
• A nonparametric distribution-free test for serial independence of errors
• A nonparametric test of serial independence for time series and residuals
• A test for independence of two stationary infinite order autoregressive processes
• Testing spatial randomness based on empirical distribution function: a study on lattice data

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