0618730 20250603100732.920250406235959.9 105001635059 001458903600001 10.1007/s00362-025-01689-8 18 s. P cav_un_epca*02551360932-502666Springer Autoregression rank scores Regression rank scores Rank tests Hypothesis testing Linear regression cav_un_auth*0368969 Jurečková Jana UTIA-B Stochastická informatika Department of Stochastic Informatics SI SI CZ 16,66 A Ústav teorie informace a automatizace AV ČR, v. v. i. cav_un_auth*0486810 Arslan O. TR cav_un_auth*0394672 Güney Y. TR cav_un_auth*0486811 Tuaç Y. TR cav_un_auth*0019770 Picek J. CZ cav_un_auth*0293529 Schindler M. CZ https://library.utia.cas.cz/separaty/2025/SI/jureckova-0618730.pdf https://link.springer.com/article/10.1007/s00362-025-01689-8 GA22-03636S GA ČR CZ cav_un_auth*0435411 When testing a hypothesis on regression parameters, the tests can be distorted by a possible autoregression. We construct a class of nonparametric tests for the hypothesis of serial independence of error terms against an alternative of their linear autoregression. The main tool are the regression rank scores of the hypothetical model. The performance of the tests is demonstrated by a simulation study and by two real data examples. WOS BA 10000 10100 10103 2026 RVO:67985556 https://hdl.handle.net/11104/0365904 cav_un_auth*0321811 Ankara University TR cav_un_auth*0486169 Technická universita v Liberci TUL CZ S 70 C STATISTICS&PROBABILITY 1.4 0.3 7.2 0.00279 0.576 2003 50 0.775 35.12 1.55 547 Q2 1.100 102 Q3 47 0.65 Q2 47 2025 105001635059 SCOPUS PUBMED 001458903600001 WOS cav_un_epca*0255136 Statistical Papers 66 1 2025 0932-5026 1613-9798 Springer