Testing Serial Correlation for Additive Coefficient Models

机译：测试累加系数模型的序列相关性

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摘要

This paper considers the empirical log-likelihood ratio for testing serial correlation in additive coefficient models. The proposed testing statistics converges to the standard chi-square distribution under the null hypothesis of no serial correlation. Some simulations are conducted to estimate rejection probabilities under the null hypothesis and serial correlation. Simulation results demonstrate that the proposed test performs well in estimated size and power.

机译：本文考虑了经验对数似然比来测试加性系数模型中的序列相关性。在无序列相关的零假设下，建议的测试统计量收敛到标准卡方分布。进行了一些模拟，以估计在无假设和序列相关的情况下的拒绝概率。仿真结果表明，所提出的测试在估计的尺寸和功耗方面表现良好。

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来源
《International institute of statistics management engineering symposium》|2011年|p.1482-1486|共5页
会议地点 Dalian(CN)
作者
ZHOU Zhangong;
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作者单位

Department of Statistics Jiaxing University Zhejiang P.R.China 314001;

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关键词
Additive coefficient models; Polynomial spline; Empirical likelihood; Serial correlation;

机译：可加系数模型；多项式样条；经验似然；序列相关;

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3. Empirical likelihood-based serial correlation testing in partially varying coefficient single-index models [J] . Li Jianbo, Li Yuan, Huang Zhensheng, Communications in Statistics . 2016,第15a16期

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4. Testing Serial Correlation for Additive Coefficient Models [C] . ZHOU Zhangong International Institute of Statistics Management Engineering Symposium . 2011

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Testing Serial Correlation for Additive Coefficient Models

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