Studentized partial score tests for variances in longitudinal data

DOI10.1142/S0219691314500027MaRDI QIDQ2874057zbMATH OpenOpenAlexFDO

Authors Alwell J. Oyet, Chukwudi Ogbonna

Publication date 28 January 2014

Published in International Journal of Wavelets, Multiresolution and Information Processing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1142/s0219691314500027

zbMATH Keywords

robustnessautoregressive moving averageDaubechies waveletdiscrete wavelet transformationstudent \(t\)-distributionstudentized partial score statistic

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) General nonlinear regression (62J02)

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Cites work

• scientific article; zbMATH DE number 1313655 (Why is no real title available?)
• A Simple Test for Heteroscedasticity and Random Coefficient Variation
• A note on Studentizing a test for heteroscedasticity
• Minimax A- and D-optimal integer-valued wavelet designs for estimation
• Miscellanea. Score tests for heteroscedasticity in wavelet regression
• On Optimal Asymptotic Tests of Composite Statistical Hypotheses
• On asymptotically optimal tests of composite hypotheses
• Real Nonparametric Regression Using Complex Wavelets
• Robust nonparametric estimation via wavelet median regression
• Score test for homogeneity of variances in longitudinal time series via wavelets
• Score test for the covariance matrix of the elliptical \(t\)-distribution
• The Lagrangian Multiplier Test

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