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

Given the regression model Yi = m(xi) +?i (xi ? C, i = l,?,n, C a compact set in R) where m is unknown and the random errors {?i} present an ARMA structure, we design a bootstrap method for testing the hypothesis that the regression function follows a general linear model: Ho : m ? {m?(.) = At(.)?

出版机构:Taylor & Francis

刊物名称:Communication in Statistics- Theory and Methods

出版时间:1966

ISSN:0361-0926

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