M-test in linear models with negatively superadditive dependent errors

DOI10.1186/s13660-017-1509-6zbMath1373.62365OpenAlexW2759208263WikidataQ42362889 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 simulationsasymptotic propertylinear regression modelsM-testNSD random sequences

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear regression; mixed models (62J05) Parametric hypothesis testing (62F03) Robustness and adaptive procedures (parametric inference) (62F35) Asymptotic properties of parametric tests (62F05)

Related Items (6)

A difference-based approach in the partially linear model with dependent errors ⋮ 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 ⋮ Random weighting method for M-test in 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

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