Locally Most Powerful Rank Criteria of Independence of Observations in Model of Spatial Autoregression
Authors: Goryainov V.B. | Published: 17.10.2013 |
Published in issue: #4(39)/2010 | |
DOI: | |
Category: Mathematics and Mechanics | |
Keywords: spatial autoregression, rank methods, locally most powerful rank criteria |
The locally most powerful rank criteria to check the independence of observations are constructed for the process of spatial autoregression of order (1.1). It is shown that with the zero hypothesis the statistics of the proposed criteria are distribution-free and asymptotically normal.