CRITICAL VALUE APPROXIMATIONS FOR TESTS OF LINEAR REGRESSION DISTURBANCES

DOI10.1111/J.1467-842X.1985.TB00549.XzbMath0565.62037MaRDI QIDQ3680088

Merran A. Evans, Maxwell L. King

Publication date: 1985

Published in: Australian Journal of Statistics (Search for Journal in Brave)

zbMATH Keywords

heteroscedasticityautocorrelationnormalDurbin-Watson testlocally best invariant testscritical value approximationsfour moment beta approximationstests for non-spherical disturbancestwo moment beta

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Linear regression; mixed models (62J05) Hypothesis testing in multivariate analysis (62H15)

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