[PDF][PDF] Serial correlation test of parametric regression models with response missing at random

G Fana, J Jia, H Xub - Filomat, 2024 - pmf.ni.ac.rs
It is well-known that successive residuals may be correlated with each other, and serial
correlation usually result in an inefficient estimate in time series analysis. In this paper, we …

Estimation in partially linear single-index models with missing covariates

XH Liu, ZZ Wang, XM Hu - Communications in Statistics-Theory …, 2012 - Taylor & Francis
In this article, we consider a partially linear single-index model Y= g (Z τθ0)+ X τβ0+ ϵ when
the covariate X may be missing at random. We propose weighted estimators for the …

Testing serial correlation in partially linear additive errors-in-variables models

J Yang, S Guo, C Wei - Communications in Statistics-Simulation …, 2016 - Taylor & Francis
This article considers testing serial correlation in partially linear additive errors-in-variables
model. Based on the empirical likelihood based approach, a test statistic was proposed, and …

[PDF][PDF] Empirical likelihood ratio test for seemingly unrelated regression models

C Wei, X Ma - Int. J. Stat. Probab, 2021 - epe.lac-bac.gc.ca
This paper considers the problem of testing independence of equations in a seemingly
unrelated regression model. A novel empirical likelihood test approach is proposed, and …

Testing for serial correlation in linear model with validation data

F Liu, X Tan, S Guo, X Kang - Communications in Statistics-Theory …, 2017 - Taylor & Francis
In this paper, we investigate the testing for serial correlation in a linear model with validation
data, then we apply the empirical likelihood method to construct the test statistic and derive …

Empirical likelihood-based serial correlation testing in partially varying coefficient single-index models

J Li, Y Li, Z Huang, R Zhang - Communications in Statistics-Theory …, 2016 - Taylor & Francis
Partially varying coefficient single-index models (PVCSIM) are a class of semiparametric
regression models. One important assumption is that the model error is independently and …

Testing serial correlation in partially linear models with validation data

F Liu, X Tan, S Guo, X Kang - Communications in Statistics-Theory …, 2017 - Taylor & Francis
This article investigates the testing for serial correlation in partially linear models with
validation data and applies the empirical likelihood methods to construct serial tests …

Assessing white noise assumption with semi-parametric additive partial linear models

T Zhang, D Yuan, J Ma, X Hu - Statistical Papers, 2017 - Springer
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 …

Testing serial correlation in single index models

J Li, Y Wang, Z Huang, R Zhang… - … in Statistics-Simulation and …, 2015 - Taylor & Francis
In this article, we propose two testing procedures for the serial correlation in single index
models by virtue of B spline approximation for unknown single index function. Under some …

[PDF][PDF] A Note on Testing Serial Correlation in Partially Linear Additive Measurement Error Models

J Li, X Li - Journal of Mathematics Research, 2019 - pdfs.semanticscholar.org
The paper considers the problem of testing error serial correlation of partially linear additive
measurement error model. We propose a test statistic and show that it converges to the …