Model-free tests for series correlation in multivariate linear regression (Q2301085)
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scientific article; zbMATH DE number 7175895
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| English | Model-free tests for series correlation in multivariate linear regression |
scientific article; zbMATH DE number 7175895 |
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Model-free tests for series correlation in multivariate linear regression (English)
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28 February 2020
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Durbin-Watson test
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high-dimensional linear regression
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serial correlation
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ljung-box statistic
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joint CLT
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quadratic form
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0.8274288177490234
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0.8274288177490234
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0.8177317380905151
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0.7947466373443604
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0.7940706014633179
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