| bibtype |
J -
Journal Article
|
| ARLID |
0618730 |
| utime |
20250603100732.9 |
| mtime |
20250406235959.9 |
| SCOPUS |
105001635059 |
| WOS |
001458903600001 |
| DOI |
10.1007/s00362-025-01689-8 |
| title
(primary) (eng) |
Nonparametric tests for serial independence in linear model against a possible autoregression of error terms |
| specification |
| page_count |
18 s. |
| media_type |
P |
|
| serial |
| ARLID |
cav_un_epca*0255136 |
| ISSN |
0932-5026 |
| title
|
Statistical Papers |
| volume_id |
66 |
| publisher |
|
|
| keyword |
Autoregression rank scores |
| keyword |
Regression rank scores |
| keyword |
Rank tests |
| keyword |
Hypothesis testing |
| keyword |
Linear regression |
| author
(primary) |
| ARLID |
cav_un_auth*0368969 |
| name1 |
Jurečková |
| name2 |
Jana |
| institution |
UTIA-B |
| full_dept (cz) |
Stochastická informatika |
| full_dept (eng) |
Department of Stochastic Informatics |
| department (cz) |
SI |
| department (eng) |
SI |
| country |
CZ |
| share |
16,66 |
| garant |
A |
| fullinstit |
Ústav teorie informace a automatizace AV ČR, v. v. i. |
|
| author
|
| ARLID |
cav_un_auth*0486810 |
| name1 |
Arslan |
| name2 |
O. |
| country |
TR |
|
| author
|
| ARLID |
cav_un_auth*0394672 |
| name1 |
Güney |
| name2 |
Y. |
| country |
TR |
|
| author
|
| ARLID |
cav_un_auth*0486811 |
| name1 |
Tuaç |
| name2 |
Y. |
| country |
TR |
|
| author
|
| ARLID |
cav_un_auth*0019770 |
| name1 |
Picek |
| name2 |
J. |
| country |
CZ |
|
| author
|
| ARLID |
cav_un_auth*0293529 |
| name1 |
Schindler |
| name2 |
M. |
| country |
CZ |
|
| source |
|
| source |
|
| cas_special |
| project |
| project_id |
GA22-03636S |
| agency |
GA ČR |
| country |
CZ |
| ARLID |
cav_un_auth*0435411 |
|
| abstract
(eng) |
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. |
| result_subspec |
WOS |
| RIV |
BA |
| FORD0 |
10000 |
| FORD1 |
10100 |
| FORD2 |
10103 |
| reportyear |
2026 |
| inst_support |
RVO:67985556 |
| permalink |
https://hdl.handle.net/11104/0365904 |
| cooperation |
| ARLID |
cav_un_auth*0321811 |
| name |
Ankara University |
| country |
TR |
|
| cooperation |
| ARLID |
cav_un_auth*0486169 |
| name |
Technická universita v Liberci |
| institution |
TUL |
| country |
CZ |
|
| confidential |
S |
| article_num |
70 |
| mrcbC91 |
C |
| mrcbT16-e |
STATISTICSPROBABILITY |
| mrcbT16-j |
0.55 |
| mrcbT16-s |
0.659 |
| mrcbT16-D |
Q4 |
| mrcbT16-E |
Q3 |
| arlyear |
2025 |
| mrcbU14 |
105001635059 SCOPUS |
| mrcbU24 |
PUBMED |
| mrcbU34 |
001458903600001 WOS |
| mrcbU63 |
cav_un_epca*0255136 Statistical Papers 66 1 2025 0932-5026 1613-9798 Springer |
|