Tests of heteroscedasticity and correlation in multivariate <i>t</i> regression models with AR and ARMA errors (Q3019498): Difference between revisions

From MaRDI portal
Import240304020342 (talk | contribs)
Set profile property.
ReferenceBot (talk | contribs)
Changed an Item
 
(One intermediate revision by one other user not shown)
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1080/02664763.2010.515301 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2105108627 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Robust diagnostic regression analysis / rank
 
Normal rank
Property / cites work
 
Property / cites work: Bartlett corrections in heteroskedastic \(t\) regression models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Time series: theory and methods. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Score Tests for Regression Models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Diagnostics for heteroscedasticity in regression / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4101268 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Heteroscedastic symmetrical linear models / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Robustness of Some Standard Tests for Autocorrelation and Heteroskedasticity when Both Problems Are Present / rank
 
Normal rank
Property / cites work
 
Property / cites work: Multivariate Student-t regression models: Pitfalls and inference / rank
 
Normal rank
Property / cites work
 
Property / cites work: Testing Against General Autoregressive and Moving Average Error Models when the Regressors Include Lagged Dependent Variables / rank
 
Normal rank
Property / cites work
 
Property / cites work: Multivariate T-Distributions and Their Applications / rank
 
Normal rank
Property / cites work
 
Property / cites work: Testing for Heteroscedasticity and/or Correlation in Nonlinear Models with Correlated Errors / rank
 
Normal rank
Property / cites work
 
Property / cites work: Approximate power of score test for variance heterogeneity under local alternatives in nonlinear models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Varying Dispersion Diagnostics for Inverse Gaussian Regression Models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Heteroscedasticity diagnostics for \(t\) linear regression models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Percentage Points of the Multivariate <i>t</i> Distribution / rank
 
Normal rank
Property / cites work
 
Property / cites work: Power/Sample Size Calculations for Generalized Linear Models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Use of Modified Profile Likelihood for Improved Tests of Constancy of Variance in Regression / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimation of error variance in linear regression models with errors having multivariate Student-\(t\) distribution with unknown degrees of freedom / rank
 
Normal rank
Property / cites work
 
Property / cites work: Joint modelling of location and scale parameters of the t distribution / rank
 
Normal rank
Property / cites work
 
Property / cites work: Testing for varying dispersion in exponential family nonlinear models / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity / rank
 
Normal rank

Latest revision as of 09:04, 4 July 2024

scientific article
Language Label Description Also known as
English
Tests of heteroscedasticity and correlation in multivariate <i>t</i> regression models with AR and ARMA errors
scientific article

    Statements

    Tests of heteroscedasticity and correlation in multivariate <i>t</i> regression models with AR and ARMA errors (English)
    0 references
    0 references
    0 references
    0 references
    0 references
    28 July 2011
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    adjusted score test
    0 references
    approximate local powers
    0 references
    autocorrelation
    0 references
    score test
    0 references
    simulation studies
    0 references
    0 references
    0 references