Articulo
Robust Testing For Normality Of Error Terms With Presence Of Autocorrelation And Conditional Heteroscedasticity
Icnpaa 2016 World Congress: 11th International Conference On Mathematical Problems In Engineering, Aerospace And Sciences
Registro en:
1151441
1151441
Autor
Strelec, Lubos
Stehlik, Milan
Institución
Resumen
Normality of the error terms in regression models is one of the basic assumptions in the applied regression analysis. Therefore, testing for normality of the error terms constitutes one of the most important steps of regression model verification and val Regular FONDECYT FONDECYT