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...
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: | |
Online Access: | http://link.springer.com/article/10.1186/s13660-017-1509-6 |
Similar Items
-
A difference-based approach in the partially linear model with dependent errors
by: Zhen Zeng, et al.
Published: (2018-10-01) -
Difference-based M-estimator of generalized semiparametric model with NSD errors
by: Fangning Fu, et al.
Published: (2019-03-01) -
Detection of multiple change points for linear processes under negatively super-additive dependence
by: Yuncai Yu, et al.
Published: (2019-08-01) -
GMM Estimation of a Partially Linear Additive Spatial Error Model
by: Jianbao Chen, et al.
Published: (2021-03-01) -
Uniformly asymptotic normality of sample quantiles estimator for linearly negative quadrant dependent samples
by: Xueping Hu, et al.
Published: (2018-07-01)