Journals / European Journal of Pure and Applied Mathematics (elektronik) / 2010 / Cilt: 3 - Sayı: 3
A generalization of Durbin-Watson statistic
- Pages
- 435–442
- DOI
- —
Abstract
Two generalizations of the Durbin-Watson Statistic d, for testing that the serial correlation, in a given univariate normal regression model, is zero, to its multivariate counter part, are proposed. In the univariate case the moments of d are obtained in terms of generalized gamma functions. Our methodology is based on the generalized quadratic form of the central Wishart distribution. 2000 Mathematics Subject Classifications: 62M10,62G10