Approximating the distribution of the durbin-watson statistic

DOI10.1080/03610928608829107zbMATH Open0601.62069OpenAlexW2054173266MaRDI QIDQ3736732FDOQ3736732

Dennis P. Sheehan

Publication date: 1986

Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610928608829107

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zbMATH Keywords

serial correlationpower functionEdgeworth expansionsapproximationsDurbin- Watson statistictesting for autocorrelation

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Measures of association (correlation, canonical correlation, etc.) (62H20)

Cited In (7)

• Distance-based hypothesis tests on the Watson distribution
• Approximating by the Wishart distribution
• Title not available (Why is that?)
• On Approximating the Distribution of the Durbin-Watson Statistic from its Moments Obtained Recursively
• Approximation of distributions by using the Anderson Darling statistic
• The limiting power of the durbin-watson test
• Title not available (Why is that?)

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