Testing Serial Correlation in Semiparametric Varying-Coefficient Partially Linear Models

DOI10.1080/03610920802491766zbMath1170.62033OpenAlexW4248060281MaRDI QIDQ3396325

Feng Liu, Xue-Mei Hu, Zhi-Zhong Wang

Publication date: 18 September 2009

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610920802491766

zbMATH Keywords

tablesserial correlationempirical likelihoodsemiparametric varying-coefficient partially linear model

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10) Estimation in multivariate analysis (62H12) Asymptotic properties of nonparametric inference (62G20) Monte Carlo methods (65C05)

Related Items (7)

Assessing white noise assumption with semi-parametric additive partial linear models ⋮ Empirical likelihood confidence regions for semi-varying coefficient models with linear process errors ⋮ Testing for error correlation in partially functional linear regression models ⋮ Testing Serial Correlation in Partially Linear Single-Index Errors-in-Variables Models ⋮ Empirical likelihood-based serial correlation testing in partially varying coefficient single-index models ⋮ Testing serial correlation in partially linear additive models ⋮ Testing Serial Correlation in Single Index Models

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