Asymptotic Durbin-Watson test for robust regression
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216208%3A11320%2F07%3A10104353" target="_blank" >RIV/00216208:11320/07:10104353 - isvavai.cz</a>
Result on the web
—
DOI - Digital Object Identifier
—
Alternative languages
Result language
angličtina
Original language name
Asymptotic Durbin-Watson test for robust regression
Original language description
Durbin-Watson test statistic is computed in the context of the least weighted squares regression. The asymptotic distribution under the null hypothesis is investigated. It turns out that it is asymptotically valid to carry out the Durbin-Watson test in the classical way also for robust regression.
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
—
Continuities
Z - Vyzkumny zamer (s odkazem do CEZ)
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
Bulletin of the International Statistical Institute
ISSN
0074-8609
e-ISSN
—
Volume of the periodical
62
Issue of the periodical within the volume
1
Country of publishing house
US - UNITED STATES
Number of pages
4
Pages from-to
3406-3409
UT code for WoS article
—
EID of the result in the Scopus database
—