Distributions escaping to infinity and the limiting power of the Cliff-Ord test for autocorrelation

DOI10.5402/2012/926164OpenAlexW1987825280WikidataQ58905392 ScholiaQ58905392MaRDI QIDQ1952691

Kairat T. Mynbaev

Publication date: 3 June 2013

Published in: ISRN Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.5402/2012/926164

Mathematics Subject Classification ID

Statistics (62-XX) Biology and other natural sciences (92-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)

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Cites Work

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• Finite sample power of Clifford-type tests for spatial disturbance correlation in linear regres\-sion
• Approximation by infinitely differentiable functions with preservation of boundary values
• Locally robust tests for serial correlation in least squares regression
• Uniform Central Limit Theorems
• POWER PROPERTIES OF INVARIANT TESTS FOR SPATIAL AUTOCORRELATION IN LINEAR REGRESSION
• Asymptotic Normality of Kernel-Type Deconvolution Estimators
• Characterization Theorems for Certain Stochastic Processes
• Linear Statistical Inference and its Applications

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