On a new test for autocorrelation in regression models under nonnormality
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DOI10.1080/03610928908830001zbMATH Open0696.62207OpenAlexW2027757866MaRDI QIDQ3473196FDOQ3473196
Authors: C. F. de Beer, Jan Swanepoel 
Publication date: 1989
Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610928908830001
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Nonparametric hypothesis testing (62G10) Linear regression; mixed models (62J05) Robustness and adaptive procedures (parametric inference) (62F35)
Cites Work
- Bootstrap methods: another look at the jackknife
- Distribution of the Ratio of the Mean Square Successive Difference to the Variance
- A note on proving that the (modified) bootstrap works
- The Rank Version of von Neumann's Ratio Test for Randomness
- The Robustness Properties of Two Tests for Serial Correlation
Cited In (6)
- A TEST OF AUTOCORRELATION IN THE PRESENCE OF HETEROSKEDASTICITY OF UNKNOWN FORM
- Bootstrap tests for autocorrelation.
- The Error in Rejection Probability of Simple Autocorrelation Robust Tests
- The robustness of the systemwise breusch-godfrey autocorrelation test for non-normal distributed error terms
- Test for serial correlation in nonparametric regression models
- A New Test for Autocorrelation in the Disturbances of the Dynamic Linear Regression Model
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