摘要
这份报纸的目的是在一个部分线性的单个索引的模型测试内在的连续关联。在温和条件下面,当在错误条款没有连续关联时,建议测试统计被显示 asymptotically 有标准 chisquared 分发。说明他们的有限样品性质,模拟实验,以及一个真实数据例子,也被提供。建议测试统计的有限样品表演以估计的尺寸和力量是令人满意的,这被揭示。
The purpose of this paper is to test the underlying serial correlation in a partially linear single-index model. Under mild conditions, the proposed test statistics are shown to have standard chi- squared distribution asymptotically when there is no serial correlation in the error terms. To illustrate their finite sample properties, simulation experiments, as well as a real data example, are also provided. It is revealed that the finite sample performances of the proposed test statistics are satisfactory in terms of both estimated sizes and powers.
基金
supported by CCNU under Grant No.09A01002
the SCR of Chongqing Municipal Education Commission under Grant No.KJ110713
the National Natural Science Foundation of China under Grant Nos.11101452 and 71172093
关键词
指数模型
相关性检验
序列
线性
有限阶
有限样本性质
测试统计
检验统计量
Asymptotic distribution, empirical likelihood, partially linear single-index model, zerofinite-order serial correlation.