Pages that link to "Item:Q5572969"
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The following pages link to Tests for serial correlation in regression analysis based on the periodogram of least-squares residuals (Q5572969):
Displayed 15 items.
- New goodness-of-fit tests based on fiducial empirical distribution function (Q961247) (← links)
- A test sensitive to extreme hidden periodicities (Q1127995) (← links)
- A test of a disequilibrium model (Q1142002) (← links)
- Retail inventory investment behaviour (Q1236970) (← links)
- The \(\delta\)-corrected Kolmogorov-Smirnov test for goodness of fit (Q1262051) (← links)
- Detecting a change in the intercept in multiple regression (Q1892116) (← links)
- Exact tests for structural change in first-order dynamic models (Q1906287) (← links)
- Probability plots and order statistics of the standard extreme value distribution (Q2430242) (← links)
- A comparison of uniformity tests (Q3377986) (← links)
- The Δ-corrected kolmogorov-smirnov test with estimated parameters (Q3432326) (← links)
- The two-stage i -corrected Kolmogorov-Smirnov test (Q4493498) (← links)
- Asymptotically exact confidence intervals of cusum and cusumsq tests: a numerical derivation using simulation technique (Q4859895) (← links)
- Goodness-of-fit tests for progressively Type-II censored data from location–scale distributions (Q4922620) (← links)
- Genetically evolved models and normality of their fitted residuals (Q5941430) (← links)
- Data-driven stabilizations of goodness-of-fit tests (Q6111530) (← links)