Pages that link to "Item:Q5550230"
From MaRDI portal
The following pages link to Simultaneous minimization of the error probabilities in a statistical test: An economic example (Q5550230):
Displaying 4 items.
- Linear unbiased approximators of the disturbances in the standard linear model (Q1059962) (← links)
- The power of four tests of autocorrelation in the linear regression model (Q1212772) (← links)
- On the impact of the tests for serial correlation upon the test of significance for the regression coefficient (Q1246240) (← links)
- On choosing the optimal level of significance for the Durbin-Watson test and the Bayesian alternative (Q1252690) (← links)