Publication:4351978

zbMath0914.62035MaRDI QIDQ4351978

Brajendra Chandra Sutradhar

Publication date: 6 October 1997

zbMATH Keywords

time series; power; size; homogeneity of variances; partial score test; asymptotically chi-square tests; correction for autocorrelations; correlated errors within a group; Glacer's exact test; independent groups

Mathematics Subject Classification ID

62G10: Nonparametric hypothesis testing

62H12: Estimation in multivariate analysis

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

62F03: Parametric hypothesis testing

65C05: Monte Carlo methods

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