Nonparametric tests in linear model with autoregressive errors

DOI10.1007/s00184-022-00877-yarXiv2007.12124OpenAlexW3044388327MaRDI QIDQ6159680

Yetkin Tuaç, Jan Picek, Martin Schindler, Jana Jureckova, Olcay Arslan, Yeşim Güney

Publication date: 8 May 2023

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2007.12124

zbMATH Keywords

linear regressionautoregressionregression rank scoresrank testautoregression rank scores

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• Unnamed Item
• Unnamed Item
• Parameter estimation of regression model with AR\((p)\) error terms based on skew distributions with EM algorithm
• Time series: theory and methods.
• Regression rank scores and regression quantiles
• Nonparametric tests of independence of two autoregressive time series based on autoregression rank scores
• Optimal tests for autoregressive models based on autoregression rank scores
• Autoregression quantiles and related rank-scores processes
• Tests of linear hypotheses based on regression rank scores
• On the efficiency of regression analysis with AR(p) errors
• Regression Quantiles
• Robust parameter estimation of regression model with AR(p) error terms
• Unit Root Quantile Autoregression Inference
• Quantile Autoregression

This page was built for publication: Nonparametric tests in linear model with autoregressive errors