Sign Tests of Observation Independence in Model of Spatial Autoregression of (1,1) Order

Authors: Goryainova E.R., Goryainov V.B. Published: 24.02.2014
Published in issue: #2(33)/2009  

Category: Applied Mathematics and Methods of Mathematical Simulation  

Sign tests free of distribution are constructed for check of independence of observations described by an equation of the spatial regression of (1,1) order. The exact distribution is found for criteria statistics, their asymptotic normality is proved.