Testing for serial correlation in linear model with validation data

DOI10.1080/03610926.2015.1116580zbMath1369.62155OpenAlexW2431839579MaRDI QIDQ5349139

Feng Liu, Xiangyong Tan, Sitong Guo, Xinmei Kang

Publication date: 23 August 2017

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

Full work available at URL: https://doi.org/10.1080/03610926.2015.1116580

zbMATH Keywords

linear modelempirical likelihoodserial correlation testvalidation data

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Linear regression; mixed models (62J05)

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