Simple Robust Tests for Autocorrelated Errors in Time Series Design Intervention Models

DOI10.1080/03610926.2012.681419zbMath1306.62112OpenAlexW1972577810MaRDI QIDQ2921818

Bradley E. Huitema, Joseph W. McKean, Oluwagbohunmi A. Awosoga

Publication date: 14 October 2014

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2012.681419

zbMATH Keywords

Monte Carlo studysensitivity studycontaminated normal distributionslope changeAB-designlevel changeWilcoxon fit

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric robustness (62G35)

Cites Work

• Robust analysis of linear models
• The Analysis of Covariance and Alternatives
• Theory & Methods: Weighted Wilcoxon Estimates for Autoregression
• Robust Nonparametric Statistical Methods
• TESTING FOR SERIAL CORRELATION IN LEAST SQUARES REGRESSION. II

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