Nonparametric tests in linear model with autoregressive errors

DOI10.1007/S00184-022-00877-YMaRDI QIDQ6159680OpenAlexFDO

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

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 regressionautoregressionrank testregression rank scoresautoregression rank scores

Mathematics Subject Classification ID

Statistics (62-XX)

Abstract: In the linear regression model with possibly autoregressive errors, we propose a family of nonparametric tests for regression under a nuisance autoregression. The tests avoid the estimation of nuisance parameters, in contrast to the tests proposed in the literature.

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Cited in

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• scientific article; zbMATH DE number 883616 (Why is no real title available?)
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• SUP-TESTS FOR LINEARITY IN A GENERAL NONLINEAR AR(1) MODEL
• scientific article; zbMATH DE number 5733939 (Why is no real title available?)

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