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

DOI10.1016/J.SPL.2016.12.003MaRDI QIDQ511563zbMATH OpenOpenAlexWikidataFDO

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

zbMATH Keywords

distributed lag modelsgeneralized linear mixed modellikelihood ratio testtime seriesvariance component score test

Mathematics Subject Classification ID

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

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Cites work

• Algorithm AS 155: The Distribution of a Linear Combination of χ 2 Random Variables
• Bayesian Distributed Lag Models: Estimating Effects of Particulate Matter Air Pollution on Daily Mortality
• scientific article; zbMATH DE number 472973 (Why is no real title available?)
• Hypothesis testing in semiparametric additive mixed models
• Smooth distributed lag estimators and smoothing spline functions in Hilbert spaces
• Variance component testing in generalised linear models with random effects

Cited in

(1)

• Testing for the length of a distributed lag with a differencing transformation

Describes a project that uses

Uses Software

• AS 155

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