Efficient pseudo-Gaussian and rank-based detection of random regression coefficients

DOI10.1080/10485252.2020.1748625MaRDI QIDQ5114480zbMATH OpenOpenAlexFDO

Authors Mohamed Fihri, Abdelhadi Akharif, Amal Mellouk, Marc Hallin

Publication date 24 June 2020

Published in Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/10485252.2020.1748625

zbMATH Keywords

semiparametric efficiencyrank testsoptimal testslocal asymptotic normalityrandom coefficient regression modelpseudo-Gaussian test

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10)

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• Pseudo-Gaussian and rank-based optimal tests for random individual effects in large n small T panels
• Random coefficient regressions: parametric goodness-of-fit tests.
• Rank tests for testing randomness of a regression coefficient in a linear regression model
• Semi-parametric efficiency, distribution-freeness and invariance
• Testing Statistical Hypotheses
• The asymptotic distribution of the likelihood ratio for autoregressive time series with a regression trend
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Cited in

(6)

• Optimal pseudo-Gaussian and rank-based random coefficient detection in multiple regression
• Efficient detection of random coefficients in autoregressive models
• Homogeneity tests for one-way models with dependent errors under correlated groups
• Tests for the existence of group effects and interactions for two-way models with dependent errors
• Optimal tests for random effects in linear mixed models
• Pseudo-Gaussian and rank-based optimal tests for random individual effects in large n small T panels

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