HOW TO AVOID THE ZERO-POWER TRAP IN TESTING FOR CORRELATION (Q6145546): Difference between revisions

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+Algorithm AS 155: The Distribution of a Linear Combination of χ 2 Random Variables
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+Power Enhancement in High-Dimensional Cross-Sectional Tests
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+Matrix Analysis
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+Q3716079
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+Finite‐sample power of the Durbin–Watson test against fractionally integrated disturbances
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+Power in High‐Dimensional Testing Problems
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+The power of the Durbin-Watson test for regressions without an intercept
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+Finite sample power of Clifford-type tests for spatial disturbance correlation in linear regres\-sion
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+Finite sample power of linear regression autocorrelation tests
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+Testing in the Presence of Nuisance Parameters: Some Comments on Tests Post-Model-Selection and Random Critical Values
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+Testing Statistical Hypotheses
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+The limiting power of the durbin-watson test
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+POWER PROPERTIES OF INVARIANT TESTS FOR SPATIAL AUTOCORRELATION IN LINEAR REGRESSION
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+Testing for Spatial Autocorrelation: The Regressors that Make the Power Disappear
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+Finite sample properties of tests based on prewhitened nonparametric covariance estimators
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+ON SIZE AND POWER OF HETEROSKEDASTICITY AND AUTOCORRELATION ROBUST TESTS
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+ON THE POWER OF INVARIANT TESTS FOR HYPOTHESES ON A COVARIANCE MATRIX
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+Q4340161
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+Mathematical theory of statistics. Statistical experiments and asymptotic decision theory
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+On the power of the durbin-watson test under high autocorrelation
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