M-test in linear models with negatively superadditive dependent errors

M-test in linear models with negatively superadditive dependent errors

Abstract This paper is concerned with the testing hypotheses of regression parameters in linear models in which errors are negatively superadditive dependent (NSD). A robust M-test base on M-criterion is proposed. The asymptotic distribution of the test statistic is obtained and the consistent estim...

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Bibliographic Details
Main Authors: Yuncai Yu, Hongchang Hu, Ling Liu, Shouyou Huang
Format: Article
Language:English
Published: SpringerOpen 2017-09-01
Series:Journal of Inequalities and Applications
Subjects:
NSD random sequences
linear regression models
M-test
asymptotic property
Monte Carlo simulations
Online Access:http://link.springer.com/article/10.1186/s13660-017-1509-6

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http://link.springer.com/article/10.1186/s13660-017-1509-6

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