Testing Serial Correlation for Functional-coefficient Partially Linear Regression Model

被引：0

作者：

Zhou Zhangong ^{[1
]}

Qian Weimin ^{[1
]}

机构：

[1] Tongji Univ, Dept Math, Shanghai 200092, Peoples R China

来源：

RECENT ADVANCE IN STATISTICS APPLICATION AND RELATED AREAS, VOLS I AND II | 2009年

关键词：

Functional-coefficient; Local Linear Method; Back-fitting Technique; Testing Serial Correlation;

D O I：

暂无

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

This paper considers V-N,V-p approach to test serial correlation in functional-coefficient partially linear regression (FCPLR) models. It is shown that the proposed testing statistics have asymptotic normal or the standard chi-square distributions under the null hypothesis of no serial correlation.

引用

页码：2742 / 2746

页数：5

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