Detecting Dependencies in Smooth Regression Models

DOI10.2307/2336305zbMath0659.62043OpenAlexW4230469686WikidataQ114588817 ScholiaQ114588817MaRDI QIDQ3809034

Ulrich Stadtmüller, Hans-Georg Müller

Publication date: 1988

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2336305

zbMATH Keywords

simulationasymptotic normalityserial correlationconsistent estimatornonparametric regressionresidual analysiscorrelation estimationfinite sample behaviourdependent errorsm-dependent random variablesasymptotic chi-square testgeneralized difference schemesnull hypotheses of uncorrelatednessstationary second moments

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Nonparametric estimation (62G05) Monte Carlo methods (65C05)

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