Assessing white noise assumption with semi-parametric additive partial linear models

doi:10.1007/s00362-015-0705-z

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	Assessing white noise assumption with semi-parametric additive partial linear models
	Zhang, Tianyong 1; Yuan, Demei 1; Ma, Jiali 1; Hu, Xuemei 1,2
	2017-06-01
发表期刊	STATISTICAL PAPERS
ISSN	0932-5026
卷号	58 期号:2 页码:417-431
摘要	In this paper, we present two test statistics for assessing white noise assumption with semi-parametric additive partial linear models. The test statistics are shown to have asymptotic normal or chi-squared distributions under the null hypothesis that the model errors belong to white noise series. By applying R, Monte Carlo experiments are conducted to examine the finite sample performance of the test statistics. Simulation results indicate that the test statistics perform satisfactorily in both estimated sizes and powers.
关键词	White noise Semi-parametric additive partial linear models Empirical likelihood
DOI	10.1007/s00362-015-0705-z
语种	英语
资助项目	National Natural Science Foundation of China[11101452] ; Natural Science Foundation Project of CQ CSTC[2012jjA00035] ; SCR of Chongqing Municipal Education Commission[KJ1400613] ; National Basic Research Program of China (973 Program)[2011CB808000]
WOS研究方向	Mathematics
WOS类目	Statistics & Probability
WOS记录号	WOS:000401414200007
出版者	SPRINGER
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/25465
专题	中国科学院数学与系统科学研究院
通讯作者	Hu, Xuemei
作者单位	1.Chongqing Technol & Business Univ, Sch Math & Stat, Chongqing, Peoples R China 2.Chinese Acad Sci, Acad Math & Syst Sci, Beijing, Peoples R China
推荐引用方式 GB/T 7714	Zhang, Tianyong,Yuan, Demei,Ma, Jiali,et al. Assessing white noise assumption with semi-parametric additive partial linear models[J]. STATISTICAL PAPERS,2017,58(2):417-431.
APA	Zhang, Tianyong,Yuan, Demei,Ma, Jiali,&Hu, Xuemei.(2017).Assessing white noise assumption with semi-parametric additive partial linear models.STATISTICAL PAPERS,58(2),417-431.
MLA	Zhang, Tianyong,et al."Assessing white noise assumption with semi-parametric additive partial linear models".STATISTICAL PAPERS 58.2(2017):417-431.