中国科学院机构知识库网格
Chinese Academy of Sciences Institutional Repositories Grid
首页 机构 成果 学者
  
  1. CAS IR Grid
  2. 数学与系统科学研究院
  3. 中国科学院数学与系统科学研究院
Assessing white noise assumption with semi-parametric additive partial linear models

文献类型：期刊论文

作者Zhang, Tianyong1; Yuan, Demei1; Ma, Jiali1; Hu, Xuemei1,2
刊名STATISTICAL PAPERS
出版日期2017-06-01
卷号58期号:2页码:417-431
关键词White noise Semi-parametric additive partial linear models Empirical likelihood
ISSN号0932-5026
DOI10.1007/s00362-015-0705-z
英文摘要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.
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
语种英语
WOS记录号WOS:000401414200007
出版者SPRINGER
源URL[http://ir.amss.ac.cn/handle/2S8OKBNM/25464]  
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.

入库方式： OAI收割

来源：数学与系统科学研究院

浏览0
下载0
收藏0
其他版本

除非特别说明，本系统中所有内容都受版权保护，并保留所有权利。