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Tail approximations for samples from a finite population with applications to permutation tests

✍ Scribed by Hu, Zhishui; Robinson, John; Wang, Qiying

Book ID
120987875
Publisher
EDP Sciences
Year
2012
Tongue
English
Weight
215 KB
Volume
16
Category
Article
ISSN
1292-8100

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## Abstract In this paper, we propose several finite‐sample specification tests for multivariate linear regressions (MLR). We focus on tests for serial dependence and ARCH effects with possibly non‐Gaussian errors. The tests are based on properly standardized multivariate residuals to ensure invari