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Nonparametric Tests in Linear Model with Autoregressive Errors · arXivDesk

2007.12124Jul 23, 20208 pages

Nonparametric Tests in Linear Model with Autoregressive Errors

Olcay Arslan, Yesim Güney, Jana Jureckova, Yetkin Tuac

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.

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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.

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The paper addresses: Nonparametric Tests in Linear Model with Autoregressive Errors.
In the linear regression model with possibly autoregressive errors, we propose a family of nonparametric tests for regression under a nuisance autoregression.

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