Nonparametric Tests in Linear Model with Autoregressive Errors
Statistics Theory
2020-07-24 v1 Statistics Theory
Abstract
In the linear regression model with possibly autoregressive errors, we propose a family of nonparametric tests for regression under a nuisance autoregression. The tests avoid the estimation of nuisance parameters, in contrast to the tests proposed in the literature.
Cite
@article{arxiv.2007.12124,
title = {Nonparametric Tests in Linear Model with Autoregressive Errors},
author = {Olcay Arslan and Yesim Güney and Jana Jureckova and Yetkin Tuac},
journal= {arXiv preprint arXiv:2007.12124},
year = {2020}
}
Comments
8 pages