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Description
  • Consistent procedures are constructed for testing independence between the regressor and the error in non-parametric regression models. The tests are based on the Fourier formulation of independence, and utilize the joint and the marginal empirical characteristic functions of the regressor and of estimated residuals. The asymptotic null distribution as well as the behavior of the test statistic under alternatives is investigated. A simulation study compares bootstrap versions of the proposed tests to corresponding procedures utilizing the empirical distribution function.
  • Consistent procedures are constructed for testing independence between the regressor and the error in non-parametric regression models. The tests are based on the Fourier formulation of independence, and utilize the joint and the marginal empirical characteristic functions of the regressor and of estimated residuals. The asymptotic null distribution as well as the behavior of the test statistic under alternatives is investigated. A simulation study compares bootstrap versions of the proposed tests to corresponding procedures utilizing the empirical distribution function. (en)
Title
  • Tests for independence in non-parametric heteroscedastic regression models
  • Tests for independence in non-parametric heteroscedastic regression models (en)
skos:prefLabel
  • Tests for independence in non-parametric heteroscedastic regression models
  • Tests for independence in non-parametric heteroscedastic regression models (en)
skos:notation
  • RIV/00216208:11320/11:10100897!RIV12-GA0-11320___
http://linked.open...avai/riv/aktivita
http://linked.open...avai/riv/aktivity
  • P(GA201/08/0486), P(GA201/09/0755), Z(MSM0021620839)
http://linked.open...iv/cisloPeriodika
  • 4
http://linked.open...vai/riv/dodaniDat
http://linked.open...aciTvurceVysledku
http://linked.open.../riv/druhVysledku
http://linked.open...iv/duvernostUdaju
http://linked.open...titaPredkladatele
http://linked.open...dnocenehoVysledku
  • 235002
http://linked.open...ai/riv/idVysledku
  • RIV/00216208:11320/11:10100897
http://linked.open...riv/jazykVysledku
http://linked.open.../riv/klicovaSlova
  • bootstrap; kernel regression estimator; empirical characteristic function; Test of independence (en)
http://linked.open.../riv/klicoveSlovo
http://linked.open...odStatuVydavatele
  • US - Spojené státy americké
http://linked.open...ontrolniKodProRIV
  • [158DDF1764A7]
http://linked.open...i/riv/nazevZdroje
  • Journal of Multivariate Analysis
http://linked.open...in/vavai/riv/obor
http://linked.open...ichTvurcuVysledku
http://linked.open...cetTvurcuVysledku
http://linked.open...vavai/riv/projekt
http://linked.open...UplatneniVysledku
http://linked.open...v/svazekPeriodika
  • 102
http://linked.open...iv/tvurceVysledku
  • Hušková, Marie
  • Hlávka, Zdeněk
  • Meintanis, Simos G.
http://linked.open...ain/vavai/riv/wos
  • 000287775600007
http://linked.open...n/vavai/riv/zamer
issn
  • 0047-259X
number of pages
http://bibframe.org/vocab/doi
  • 10.1016/j.jmva.2011.01.002
http://localhost/t...ganizacniJednotka
  • 11320
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