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Journal Article

Durbin-Watson statistic for the least trimmed squares

Víšek Jan Ámos

: Bulletin of the Czech Econometric Society vol.8, 14 (2001), p. 1-40

: CEZ:AV0Z1075907

: 255/2000/A EK/FSV, GA UK

: diagnostics, robustness, regression

(eng): Diagnostics is nowadays an inseparable part of any data processing theory. Robust statistics still did not pay sufficient attention to the fact the methods have to be equipped by ample scale of diagnostics which are able to regocnize whether the assumptions (under which given method was derived) are fulfilled. The present paper is a very first step in this direction.

: 12B

: BB