References in zbMATH (referenced in 96 articles , 1 standard article )

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  1. Carrodus, Mark L.; Giles, David E. A.: The exact distribution of (R^ 2) when the regression disturbances are autocorrelated (1992)
  2. Giles, David; Scott, Murray: Some consequences of using the Chow tests in the context of autocorrelated disturbances (1992)
  3. Dufour, Jean-Marie; King, Maxwell L.: Optimal invariant tests for the autocorrelation coefficient in linear regressions with stationary or nonstationary AR(1) errors (1991)
  4. Giles, David E. A.; Small, John P.: The power of the Durbin-Watson test when the errors are heteroscedastic (1991)
  5. Giles, Judith A.: Pre-testing for linear restrictions in a regression model with spherically symmetric disturbances (1991)
  6. Giles, Judith A.; Lieberman, Offer: The optimal size of a preliminary test for linear restrictions when estimating the regression scale parameter (1991)
  7. Grose, Simone D.; King, Maxwell L.: The locally unbiased two-sided Durbin-Watson test (1991)
  8. Martynov, G. V.: Probabilistic-statistical programs from “Applied Statistics” (1990)
  9. Milbrodt, Hartmut; Strasser, Helmut: On the asymptotic power of the two-sided Kolmogorov-Smirnov test (1990)
  10. Giles, David E. A.; Clarke, Judith A.: Preliminary-test estimation of the scale parameter in a mis-specified regression model (1989)
  11. MacKay, David B.: Probabilistic multidimensional scaling: An anisotropic model for distance judgments (1989)
  12. Konishi, Sadanori; Niki, Naoto; Gupta, Arjun K.: Asymptotic expansions for the distribution of quadratic forms in normal variables (1988)
  13. King, Maxwell L.: A point optimal test for autoregressive disturbances (1985)
  14. King, Maxwell L.: A new test for fourth-order autoregressive disturbances (1984)
  15. King, Maxwell L.: Testing for autoregressive against moving average errors in the linear regression model (1983)
  16. Davies, Robert B.: The distribution of a linear combination of chi-squared random variables. (Algorithm AS 155) (1980)

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