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A nonparametric test for serial independence of errors in linear regression

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dc.affiliation.dptoUC3M. Departamento de Estadísticaes
dc.contributor.authorDelgado, Miguel A.
dc.contributor.authorMora, Juan
dc.contributor.editorUniversidad Carlos III de Madrid. Departamento de Estadística
dc.date.accessioned2009-07-08T15:38:03Z
dc.date.available2009-07-08T15:38:03Z
dc.date.issued1998-07
dc.description.abstractA test for serial independence of regression errors, consistent in the direction of first order alternatives, is proposed. The test statistic is a function of a Hoeffding-Blum-Kiefer-Rosenblatt type of empirical process, based on residuals. The resultant statistic converges, surprisingly, to the same limiting distribution as the corresponding statistic based on true errors.
dc.format.mimetypeapplication/pdf
dc.identifier.urihttps://hdl.handle.net/10016/4675
dc.language.isoeng
dc.relation.ispartofseriesUC3M Working Papers. Statistics and Econometrics
dc.relation.ispartofseries1998-56-25
dc.rightsAtribución-NoComercial-SinDerivadas 3.0 España
dc.rights.accessRightsopen access
dc.rights.urihttp://creativecommons.org/licenses/by-nc-nd/3.0/es/
dc.subject.ecienciaEstadística
dc.subject.otherEmpirical process based on residuals
dc.subject.otherHoeffding-Blum-Kiefer-Rosenblatt statistic
dc.subject.otherSerial independence tests
dc.titleA nonparametric test for serial independence of errors in linear regression
dc.typeworking paper*
dspace.entity.typePublication
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