The Class of Models for Which the Durbin-Watson Test is Locally Optimal (Q3805699)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Class of Models for Which the Durbin-Watson Test is Locally Optimal |
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The Class of Models for Which the Durbin-Watson Test is Locally Optimal (English)
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1988
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Durbin-Watson test statistic
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normal distribution
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multivariate Cauchy distribution
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multivariate t-distribution
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residual vector
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locally best invariant
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