Biedermann, Stefanie; Dette, Holger - Institut für Wirtschafts- und Sozialstatistik, … - 2000
In a recent paper Gonzalez Manteiga and Vilar Fernandez (1995) considered the problem of testing linearity of a regression under MA structure of the errors using a weighted L1-distance between a parametric and a nonparametric fit. They established asymptotic normality of the corresponding test...