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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.