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Autocorrelated errors of least weighted squares

The result's identifiers

  • Result code in IS VaVaI

    <a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216208%3A11230%2F07%3A10048549" target="_blank" >RIV/00216208:11230/07:10048549 - isvavai.cz</a>

  • Result on the web

  • DOI - Digital Object Identifier

Alternative languages

  • Result language

    angličtina

  • Original language name

    Autocorrelated errors of least weighted squares

  • Original language description

    This paper modifies the Durbin-Watson test for weighted regression and applies the result to the least weighted squares regression. We derive an exact test conditioned on the weights.

  • Czech name

  • Czech description

Classification

  • Type

    J<sub>x</sub> - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)

  • CEP classification

    BB - Applied statistics, operational research

  • OECD FORD branch

Result continuities

  • Project

    <a href="/en/project/GA402%2F06%2F0408" target="_blank" >GA402/06/0408: Robustification of generalized moment method</a><br>

  • Continuities

    P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)

Others

  • Publication year

    2007

  • Confidentiality

    S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Data specific for result type

  • Name of the periodical

    Forum Statisticum Slovacum

  • ISSN

    1336-7420

  • e-ISSN

  • Volume of the periodical

    Neuveden

  • Issue of the periodical within the volume

    2

  • Country of publishing house

    SK - SLOVAKIA

  • Number of pages

    6

  • Pages from-to

    136-141

  • UT code for WoS article

  • EID of the result in the Scopus database