Víšek, J.Á.: Durbin-Watson statistics in robust regression.
Author(s): | prof. RNDr. Jan Ámos Víšek CSc., |
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Type: | Articles in refereed journals |
Year: | 2003 |
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Published in: | Probability and Mathematical Statistics, vol. 23, Fasc. 2(2003), 435 - 483. |
Publishing place: | Poland |
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Grants: | 402/03/0084The least weighted squares - asymptotics, diagnostics, sensitivity studies and implementation |
Abstract: | The paper discusses the robust version of DW statistics for M-estimates. It shows that the asymptotic critical values are the same as those given by Durbin and Watson in 1952. |