Computing \(p\)-values for the generalized Durbin-Watson and other invariant test statistics (Q1203091): Difference between revisions

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+Numerical inversion of a characteristic function
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+Algorithm AS 155: The Distribution of a Linear Combination of χ 2 Random Variables
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+Algorithm AS 153: Pan's Procedure for the Tail Probabilities of the Durbin-Watson Statistic
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+Algorithm AS 256: The Distribution of a Quadratic Form in Normal Variables
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+Note on the inversion theorem
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+Robust tests for spherical symmetry and their application to least squares regression
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+The alternative Durbin-Watson test. An assessment of Durbin and Watson's choice of test statistic
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+Fast Evaluation of the Distribution of the Durbin-Watson and Other Invariant Test Statistics in Time Series Regression
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+Matrix eigensystem routines - EISPACK guide. 2nd ed
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