M-test in linear models with negatively superadditive dependent errors

Journal of inequalities and applications

Yuncai Yu¹ 

关键词: NSD random sequences;    linear regression models;    M-test;    asymptotic property;    Monte Carlo simulations;    60F05;    60G10;    62F35;    62M10;    60G42;   

DOI  :  10.1186/s13660-017-1509-6

学科分类：数学（综合）

来源: SpringerOpen

【 摘 要 】

This paper is concerned with the testing hypotheses of regression parameters in linear models in which errors are negatively superadditive dependent (NSD). A robust M-test base on M-criterion is proposed. The asymptotic distribution of the test statistic is obtained and the consistent estimates of the redundancy parameters involved in the asymptotic distribution are established. Finally, some Monte Carlo simulations are given to substantiate the stability of the parameter estimates and the power of the test, for various choices of M-methods, explanatory variables and different sample sizes.

【 授权许可】

CC BY