The Durbin Watson statistic is a number that tests for autocorrelation in the residuals from a statistical regression analysis.
Adam Hayes, Ph.D., CFA, is a financial writer with 15+ years Wall Street experience as a derivatives trader. Besides his extensive derivative trading expertise, Adam is an expert in economics and ...
This paper considers the asymptotic distribution of the likelihood ratio statistic T for testing a subset of parameter of interest θ, θ = (γ, η), H₀: γ = γ₀ ...
Journal of the Royal Statistical Society. Series D (The Statistician) Peto et al. (1977) have described methods for comparing survival data in two groups of patients. The recommended approximate ...