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Volumn 25, Issue 12, 1996, Pages 2925-2953

Bootstrap test of goodness of fit to a linear model when errors are correlated

Author keywords

Bootstrap; Hypothesis testing; Non parametric estimators; Regression models; Time series

Indexed keywords


EID: 0005052224     PISSN: 03610926     EISSN: None     Source Type: Journal    
DOI: 10.1080/03610929608831879     Document Type: Article
Times cited : (13)

References (18)
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  • 3
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  • 4
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    • Testing goodness of fit via nonparametric function estimation techniques
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    • (1993) Commun. Stat. Theory Meth. , vol.22 , Issue.12 , pp. 3227-3354
    • Eubank, R.L.1    Hart, J.D.2    Lariccia, V.N.3
  • 5
    • 0000299884 scopus 로고
    • On bootstrapping two-stage least squares estimates in stationary linear models
    • Freedman, D. (1984), "On bootstrapping two-stage least squares estimates in stationary linear models", Ann. of Stat. , 12, 3, 827-842.
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    • Freedman, D.1
  • 6
    • 0000244944 scopus 로고
    • Nonlinear regression with auto-correlated errors
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    • Gallant, A.R.1    Goebel, J.J.2
  • 7
    • 0002684932 scopus 로고
    • Kernel estimation of regression functions
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    • Gasser, T. and Müller, H.G. (1979), "Kernel estimation of regression functions", in "Smoothing Techniques for Curve Estimation", Lect. Notes in Math., 23-68.
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    • Gasser, T.1    Müller, H.G.2
  • 8
    • 51249161915 scopus 로고
    • Testing hypothesis of general linear model using nonparametric regression estimation
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    • González Manteiga, W.1    Cao, R.2
  • 9
    • 0001209445 scopus 로고
    • Testing linear regression models using nonparametric regression estimators when errors are non-independent
    • González Manteiga, W. and Vilar Fernández, J.M. (1995), "Testing linear regression models using nonparametric regression estimators when errors are non-independent", Comp. Stat. and Data Analysis, 20, 521-541.
    • (1995) Comp. Stat. and Data Analysis , vol.20 , pp. 521-541
    • González Manteiga, W.1    Vilar Fernández, J.M.2
  • 10
    • 21344496537 scopus 로고
    • Compairing nonparametric versus parametric regression fits
    • Härdle, W. and Mammen, E. (1993), "Compairing nonparametric versus parametric regression fits", Ann. Statist., 21, 1926-1947.
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    • Härdle, W.1    Mammen, E.2
  • 11
    • 0001173556 scopus 로고
    • Choice of bandwidth for kernel regression when residuals are correlated
    • Herrman, E., Gasser, T. and Kneip, A. (1992) "Choice of bandwidth for kernel regression when residuals are correlated", Biometrika, 79, 783-795.
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    • Herrman, E.1    Gasser, T.2    Kneip, A.3
  • 12
    • 84981382990 scopus 로고
    • Bootstrapping stationary autoregressive moving average models
    • Kreiss, J.P. and Franke, J. (1992), "Bootstrapping stationary autoregressive moving average models", Journal of Time Series Analysis, 13, 4, 297-317.
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    • Kreiss, J.P.1    Franke, J.2
  • 13
    • 77956887597 scopus 로고
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  • 14
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  • 15
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  • 17
  • 18
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    • Smooth regression analysis
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    • Watson, G.S.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.