Assessing white noise assumption with semi-parametric additive partial linear models

DOI10.1007/s00362-015-0705-zzbMath1378.62086OpenAlexW974552684MaRDI QIDQ2359165

Tian-Yong Zhang, Jiali Ma, Xue-Mei Hu, De-Mei Yuan

Publication date: 27 June 2017

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00362-015-0705-z

zbMATH Keywords

white noiseempirical likelihoodsemiparametric additive partial linear models

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20)

Related Items (1)

Estimation of partially linear single-index spatial autoregressive model

Uses Software

• R

Cites Work

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