Advances and Applications in Statistics
Volume 45, Issue 3, Pages 153 - 165
(June 2015) http://dx.doi.org/10.17654/ADASJun2015_153_165 |
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EMPIRICAL LIKELIHOOD RATIO TEST FOR SERIAL CORRELATION IN ADDITIVE MODELS
Chuanhua Wei
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Abstract: We propose an empirical likelihood based method for testing serial correlation in additive models. The proposed test statistic is shown to have asymptotic chi-squared distribution under the null hypothesis of no serial correlation. Furthermore, a simulation study is conducted to illustrate the performance of the proposed method. |
Keywords and phrases: additive models, backfitting, empirical likelihood, serial correlation. |
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