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M-test in linear models with negatively superadditive dependent errors

This paper is concerned with the testing hypotheses of regression parameters in linear models in which errors are negatively superadditive dependent (NSD). A robust M-test base on M-criterion is proposed. The asymptotic distribution of the test statistic is obtained and the consistent estimates of t...

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Detalles Bibliográficos
Autores principales: Yu, Yuncai, Hu, Hongchang, Liu, Ling, Huang, Shouyou
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Springer International Publishing 2017
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC5610259/
https://www.ncbi.nlm.nih.gov/pubmed/29026280
http://dx.doi.org/10.1186/s13660-017-1509-6

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