EMPIRICAL LIKELIHOOD RATIO TEST FOR SERIAL CORRELATION IN ADDITIVE MODELS

被引：0

作者：

Wei, Chuanhua ^{[1
]}

机构：

[1] Minzu Univ China, Sch Sci, Dept Stat, Beijing 100081, Peoples R China

来源：

ADVANCES AND APPLICATIONS IN STATISTICS | 2015年 / 45卷 / 03期

基金：

中国国家自然科学基金;

关键词：

additive models; backfitting; empirical likelihood; serial correlation;

D O I：

10.17654/ADASJun2015_153_165

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

We propose an empirical likelihood based method for testing serial correlation in additive models. The proposed test statistic is shown to have asymptotic chi-squared distribution under the null hypothesis of no serial correlation. Furthermore, a simulation study is conducted to illustrate the performance of the proposed method.

引用

页码：153 / 165

页数：13

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