Testing serial correlation in partially linear additive models

DOI10.1007/s10255-019-0808-8zbMath1420.62182OpenAlexW2245552239MaRDI QIDQ2316305

Jin Yang, Chuanhua Wei

Publication date: 26 July 2019

Published in: Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10255-019-0808-8

zbMATH Keywords

serial correlationempirical likelihoodbackfittingpartially linear additive modelprofile least-squares approach

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)

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