Pages that link to "Item:Q3484230"

The following pages link to Fast Evaluation of the Distribution of the Durbin-Watson and Other Invariant Test Statistics in Time Series Regression (Q3484230):

Displaying 12 items.

• Computing \(p\)-values for the generalized Durbin-Watson and other invariant test statistics (Q1203091) (← links)
• Nonnested testing for autocorrelation in the linear regression model (Q1260674) (← links)
• Testing of linearity in a semiparametric regression model (Q1341190) (← links)
• Optimal testing for equicorrelated linear regression models (Q1907861) (← links)
• Some optimal tests for the equicorrelation coefficient in standard symmetric multivariate normal distribution (Q1914652) (← links)
• Numerical integration rules for multivariate inversions (Q3135446) (← links)
• Applied regression analysis bibliography update 1990-91 (Q4202675) (← links)
• IMPROVING THE NUMERICAL TECHNIQUE FOR COMPUTING THE ACCUMULATED DISTRIBUTION OF A QUADRATIC FORM IN NORMAL VARIABLES (Q4443969) (← links)
• The Distribution of a Ratio of Quadratic Forms in Noncentral Normal Variables (Q4681061) (← links)
• Testing for ar(1) against ima(1,1) disturbances in the linear regression model (Q4843755) (← links)
• Testing for block effects and misspecification in regession models based on survey data^* (Q4864220) (← links)
• Bootstrap tests for autocorrelation. (Q5958422) (← links)