| 部分线性模型序列相关的经验似然比检验 |
| |
| 引用本文： | 刘锋,陈敏,邹捷中.部分线性模型序列相关的经验似然比检验[J].应用数学学报,2006,29(4):577-586. |
| |
| 作者姓名： | 刘锋 陈敏 邹捷中 |
| |
| 作者单位： | 1. 中南大学数学科学与计算技术学院,长沙,410075
2. 中国科学院数学与系统科学研究院,北京,100080 |
| |
| 基金项目： | 国家自然科学基金;中国科学院知识创新工程项目 |
| |
| 摘 要： | 本文研究了部分线性回归模型中误差的序列相关性的检验问题,用经验似然的方法构造检验统计量,得到了零假设下检验统计量的渐近分布,我们的检验方法不但可以检验一阶序列相关,也可以检验高阶序列相关,数值模拟表明检验方法有好的检验功效．
|
| 关 键 词： | 部分线性模型 检验序列相关 经验似然 Wilk’s定理 |
| 收稿时间： | 2005-11-10 |
| 修稿时间： | 2005-11-10 |
Empirical Likelihood Ratio Test for Serial Correlation in Partial Linear Model |
| |
| LIU FENG,CHEN MIN,ZOU JIEZHONG.Empirical Likelihood Ratio Test for Serial Correlation in Partial Linear Model[J].Acta Mathematicae Applicatae Sinica,2006,29(4):577-586. |
| |
| Authors: | LIU FENG CHEN MIN ZOU JIEZHONG |
| |
| Institution: | 1.School of Mathematics and Computing Technology, Central South University, ChangSha 410075;2.Academy of Mathematics and Systems Science, Chinese Academy of Science, Beijing 100080;3.School of Mathematics and Computing Technology, Central Sbuth University, ChangSha 410075 |
| |
| Abstract: | In the paper,we investigate the test for serial correlation in partial linear model. We use empirical likelihood method to construct test statistics,and derive the asymptotic distribution of the test statistics under null hypothesis.Our method tests not only first order autocorrelation but higher order autocorrelation as well.Simulation results show that our test has good power. |
| |
| Keywords: | empirical likelihood partial linear model Wilk's Theorem testing serial correlation |
| 本文献已被 CNKI 维普 万方数据 等数据库收录！ |
|
