On Approximating the Distribution of the Durbin-Watson Statistic from its Moments Obtained Recursively

DOI10.1080/01966324.2005.10737650zbMath1151.62325OpenAlexW2090976423WikidataQ58300634 ScholiaQ58300634MaRDI QIDQ3520976

Young-Ho Cheong, Serge B. Provost

Publication date: 26 August 2008

Published in: American Journal of Mathematical and Management Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/01966324.2005.10737650

zbMATH Keywords

momentsquadratic formsspherically symmetric distributionsdensity approximants

Mathematics Subject Classification ID

Cites Work

• On the theory of elliptically contoured distributions
• A Laplace approximation to the moments of a ratio of quadratic forms
• Testing for the Independence of Regression Disturbances
• Representation of one orthonormal set in terms of another
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