Permutation Tests for Correlation in Regression Errors

DOI10.2307/2291013MaRDI QIDQ4323579zbMATH OpenOpenAlexFDO

Authors Richard L. Schmoyer

Publication date 23 February 1995

Full work available at URL https://doi.org/10.2307/2291013

zbMATH Keywords

asymptotically normalcorrelationDurbin-Watson testindifference zoneslinear modelP valuespermutation testsregression residualstriangulationvon Neumann's test

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20)

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Cited in

(16)

• Permutation tests for random effects in linear mixed models
• A decomposition of Moran's \(I\) for clustering detection
• Permutational extreme values of autocorrelation coefficients and a Pitman test against serial dependence
• On Moran's \(I\) coefficient under heterogeneity
• Using randomization test when errors are unequally correlated
• On the use of the variogram in checking for independence in spatial data
• Applied regression analysis bibliography update 1994-97
• Transformations which preserve exchangeability and application to permutation tests
• Permutation Tests for Linear Models
• scientific article; zbMATH DE number 2140707 (Why is no real title available?)
• A Permutation Test for the Regression Kink Design
• A Monte Carlo permutation procedure for testing variance components using robust estimation methods
• An ANOVA-based test for random effects in a nonlinear mixed model using a Monte Carlo permutation procedure
• Testing for no effect in regression problems: a permutation approach
• A comparative study on a permutation statistic
• Power calculations for global and local Moran's \(\ell\)

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