On a new test for autocorrelation in regression models under nonnormality
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Publication:3473196
DOI10.1080/03610928908830001zbMath0696.62207OpenAlexW2027757866MaRDI QIDQ3473196
C. F. de Beer, Jan W. H. 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
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
- A note on proving that the (modified) bootstrap works
- The Robustness Properties of Two Tests for Serial Correlation
- The Rank Version of von Neumann's Ratio Test for Randomness
- Distribution of the Ratio of the Mean Square Successive Difference to the Variance