A new variance component score test for testing distributed lag functions with applications in time series analysis

DOI10.1016/J.SPL.2016.12.003zbMATH Open1463.62168OpenAlexW2566331796WikidataQ50097449 ScholiaQ50097449MaRDI QIDQ511563FDOQ511563

Authors: Yin-Hsiu Chen, Bhramar Mukherjee 

Publication date: 21 February 2017

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: http://europepmc.org/articles/pmc5703603

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zbMATH Keywords

time serieslikelihood ratio testgeneralized linear mixed modeldistributed lag modelsvariance component score test

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Hypothesis testing in multivariate analysis (62H15)

Cites Work

• Algorithm AS 155: The Distribution of a Linear Combination of χ 2 Random Variables
• Title not available (Why is that?)
• Variance component testing in generalised linear models with random effects
• Hypothesis testing in semiparametric additive mixed models
• Bayesian Distributed Lag Models: Estimating Effects of Particulate Matter Air Pollution on Daily Mortality
• Smooth distributed lag estimators and smoothing spline functions in Hilbert spaces

Uses Software

• AS 155

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