A cubic spline extension of the Durbin-Watson test

DOI10.1093/biomet/76.1.39zbMath0664.62068OpenAlexW2065902704MaRDI QIDQ3814585

Peter J. Munson, Robert W. Jernigan

Publication date: 1989

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/biomet/76.1.39

zbMATH Keywords

normalitycubic splinessmoothnessmodel misspecificationvon Neumann ratioDurbin-Watson testnew testunequally spaced observationsequally spaced datacurvature statisticmean-square successive differences statisticrandomness of residualstable of significance points

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear regression; mixed models (62J05) Parametric hypothesis testing (62F03)

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Testing for no effect in nonparametric regression via spline smoothing techniques ⋮ Some new model selection criteria in simple regression ⋮ Testing of linearity in a semiparametric regression model ⋮ Lack-of-fit tests based on weighted ratio of residuals and variances ⋮ A cubic smoothing spline based lack of fit test for nonlinear regression models ⋮ Smoothing-based lack-of-fit tests: variations on a theme ⋮ Testing the adequacy of a linear modelVIAcritical smoothing ⋮ On testing for no effect of the predictor on response ⋮ Permutation tests for multivariate location problems ⋮ Towards a nonparametric test of linearity for times series

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