A Nonparametric Test for Serial Independence of Regression Errors

Delgado, Miguel A.; Mora, Juan

A Nonparametric Test for Serial Independence of Regression Errors

Autor(es): Delgado, Miguel A.; Mora, Juan

Editorial: Oxford University Press

Fecha de edición: 2000

Cita: Biometrika. 2000, vol. 87, nº 1, p. 228-234

ISSN: 0006-3444

Revisado: PeerReviewed

Versión del editor: http://biomet.oxfordjournals.org/cgi/reprint/87/1/228.pdf

Palabras clave: Empirical process based on residuals , Hoeffiding-Blum-Kiefer-Rosenblat Statistic , Serial independence test

URI: http://hdl.handle.net/10016/2447

Derechos: © Biometrika

Resumen:

A test for serial independence of regression errors is proposed that it consisten in the direction of serial independence alternative of first order. The test of statistic is a funtion of a Hoeffiding-Blum-Kiefer-Rosenblatt type of empirical process, based on [+]

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