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  • Search: subject:"Empirical process based on residuals"
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Subject
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Empirical process based on residuals 1 Hoeffding-Blum-Kiefer-Rosenblatt statistic 1 Serial independence test 1
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Free 1
Type of publication
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Book / Working Paper 1
Language
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English 1
Author
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Delgado, Miguel A. 1 Mora, Juan 1
Institution
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Instituto Valenciano de Investigaciones Económicas (IVIE) 1
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Working Papers. Serie AD 1
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RePEc 1
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- A NONPARAMETRIC TEST FOR SERIAL INDEPENDENCE OF REGRESSION ERRORS.
Mora, Juan; Delgado, Miguel A. - Instituto Valenciano de Investigaciones Económicas (IVIE) - 1999
alternatives of first order. The test statistic is a function of aHoeffding-Blum-Kiefer-Rosenblatt type of empirical process, based … on residuals. The resultantstatistic converges, surprisingly, to the same limiting distribution as the corresponding …
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