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- W3136094410 abstract "In this paper, we propose a residuals based estimator of k-th correlation coefficient between the density function and distribution function for varying coefficient regression models, and further we use this k-th correlation coefficient to test whether the density function of the true model error is symmetric or not. First, we propose a moment based estimator of k-th correlation coefficient and present its asymptotic results. Second, we consider statistical inference of k-th correlation coefficient by using the empirical likelihood method, and the empirical likelihood statistic is shown to be asymptotically distributed as Chi-squared. Simulation studies are conducted to examine the performance of the proposed estimators, and we also use our proposed estimators to analyze the CEO dataset." @default.
- W3136094410 created "2021-03-29" @default.
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- W3136094410 date "2021-03-16" @default.
- W3136094410 modified "2023-09-27" @default.
- W3136094410 title "Measuring the symmetry of model errors for varying coefficient regression models based on correlation coefficient" @default.
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- W3136094410 doi "https://doi.org/10.1080/03610918.2021.1898639" @default.
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