A nonparametric test for serial independence of regression errors
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Publication:4949556
DOI10.1093/biomet/87.1.228zbMath0974.62038OpenAlexW2054048908MaRDI QIDQ4949556
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Publication date: 16 December 2001
Published in: Biometrika (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/10016/2447
empirical process based on residualsHoeffding-Blum-Kiefer-Rosenblatt statisticserial independence teststrictly stationary discrete time process
Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
Related Items (10)
APPLIED REGRESSION ANALYSIS BIBLIOGRAPHY UPDATE 2000–2001 ⋮ Hoeffding-Blum-Kiefer-Rosenblatt independence test statistic on partly not identically distributed data ⋮ Testing serial independence via density-based measures of divergence ⋮ Testing spatial randomness based on empirical distribution function: a study on lattice data ⋮ Testing functional inequalities ⋮ Comparing distribution functions of errors in linear models: a nonparametric approach ⋮ Empirical distribution function under heteroscedasticity ⋮ Testing conditional independence via Rosenblatt transforms ⋮ A Nonparametric Distribution-Free Test for Serial Independence of Errors ⋮ A test for independence of two stationary infinite order autoregressive processes
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