论文标题

具有自回归错误的线性模型中的非参数测试

Nonparametric Tests in Linear Model with Autoregressive Errors

论文作者

Arslan, Olcay, Güney, Yesim, Jureckova, Jana, Tuac, Yetkin

论文摘要

在可能是自回归误差的线性回归模型中,我们提出了一个非参数测试,用于在滋扰自动估计下进行回归。与文献中提出的测试相反,这些测试避免了滋扰参数的估计。

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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