The following pages link to AS 153 (Q39647):
Displaying 12 items.
- Depth estimators and tests based on the likelihood principle with application to regression (Q558064) (← links)
- A point optimal test for autoregressive disturbances (Q760995) (← links)
- Probabilistic-statistical programs from ``Applied Statistics'' (Q918058) (← links)
- Evaluating the density of ratios of noncentral quadratic forms in normal variables (Q961269) (← links)
- Testing for autoregressive against moving average errors in the linear regression model (Q1172359) (← links)
- 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)
- Optimal testing for equicorrelated linear regression models (Q1907861) (← links)
- Some optimal tests for the equicorrelation coefficient in standard symmetric multivariate normal distribution (Q1914652) (← links)
- A new test for fourth-order autoregressive disturbances (Q2266339) (← links)
- Some diagnostic tools in robust econometrics (Q2904118) (← links)
- Linear Models and Time-Series Analysis (Q3121264) (← links)
