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Testing for error correlation in trace regression models
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DOI：10.1080/03610926.2026.2666196.png)
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Abstract
En 中文
Testing for serial correlation is fundamental in regression analysis, yet methods for matrix-type data remain limited. This paper develops a test for serial correlation within the trace regression framework. By extending empirical likelihood to matrix data, we propose an empirical log-likelihood ratio statistic. Its asymptotic distribution is derived under both the null and local alternatives. Some simulations are conducted to demonstrate its finite-sample performance. Finally, the proposed test is applied to straw-burning fire-point data, confirming its practical utility.
Keywords:
Trace regression model
Nuclear norm penalty
Serial correlation
Empirical likelihood
C22
C12
Journal
C
IF:
0.8
Papers:
211
Citations:
0