An extension of Anderson's multiple decision procedure

DOI10.1016/0167-7152(92)90004-OzbMath0698.62012MaRDI QIDQ912513

B. P. M. McCabe

Publication date: 1990

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

invariancemodel selectionnormal familyelliptically symmetric distributionsDurbin-Watson testmultiple decision proceduretesting several hypotheses

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear regression; mixed models (62J05) Parametric hypothesis testing (62F03) Foundations and philosophical topics in statistics (62A01) Statistical decision theory (62C99) Compound decision problems in statistical decision theory (62C25)

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Robust tests for spherical symmetry and their application to least squares regression
• The Choice of the Degree of a Polynomial Regression as a Multiple Decision Problem

This page was built for publication: An extension of Anderson's multiple decision procedure