| bibtype |
J -
Journal Article
|
| ARLID |
0039228 |
| utime |
20240903170615.8 |
| mtime |
20060621235959.9 |
| title
(primary) (eng) |
Durbin-Watson statistic in robust regression |
| specification |
|
| serial |
| ARLID |
cav_un_epca*0297177 |
| ISSN |
0208-4147 |
| title
|
Probability and Mathematical Statistics |
| volume_id |
23 |
| volume |
2 (2003) |
| page_num |
435-448 |
|
| title
(cze) |
Durbin-Watsonova statistika v robustní regresy |
| keyword |
diagnostics |
| keyword |
regression |
| keyword |
M-estimators |
| keyword |
critical values of robustified D-W statistics |
| author
(primary) |
| ARLID |
cav_un_auth*0101225 |
| name1 |
Víšek |
| name2 |
Jan Ámos |
| institution |
UTIA-B |
| fullinstit |
Ústav teorie informace a automatizace AV ČR, v. v. i. |
|
| COSATI |
12A |
| cas_special |
| project |
| project_id |
GA402/03/0084 |
| agency |
GA ČR |
| country |
CZ |
| ARLID |
cav_un_auth*0009003 |
|
| research |
CEZ:AV0Z1075907 |
| abstract
(eng) |
The classical Durbin-Watson statistics is accomodated for utilization for M-estimators. The asymptotic representation of M-estimators is employed for showing that Durbin-Watson's proof can be generalized for this situation. |
| abstract
(cze) |
Klasická Durbin-Watsonova statistika je přizpůsobena pro použití na M-odhady. Pomocí asymptotické reprezentace M-odhadů je ukázáno, že Durbin-Watsonův důkaz může být zobecněn pro tuto situaci. |
| reportyear |
2007 |
| RIV |
BA |
| permalink |
http://hdl.handle.net/11104/0133382 |
| arlyear |
2003 |
| mrcbU63 |
cav_un_epca*0297177 Probability and Mathematical Statistics 0208-4147 Roč. 23 č. 2 2003 435 448 |
|