AS 153
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Cited In (12)
- Evaluating the density of ratios of noncentral quadratic forms in normal variables
- Nonnested testing for autocorrelation in the linear regression model
- Depth estimators and tests based on the likelihood principle with application to regression
- A point optimal test for autoregressive disturbances
- A new test for fourth-order autoregressive disturbances
- Testing for autoregressive against moving average errors in the linear regression model
- Linear Models and Time-Series Analysis
- Some diagnostic tools in robust econometrics
- Optimal testing for equicorrelated linear regression models
- Probabilistic-statistical programs from ``Applied Statistics
- Computing \(p\)-values for the generalized Durbin-Watson and other invariant test statistics
- Some optimal tests for the equicorrelation coefficient in standard symmetric multivariate normal distribution
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