DISTRIBUTION OF THE CIRCULAR SERIAL CORRELATION COEFFICIENT FOR RESIDUALS FROM A FITTED FOURIER SERIES

被引:20
作者
ANDERSON, RL
ANDERSON, TW
机构
来源
ANNALS OF MATHEMATICAL STATISTICS | 1950年 / 21卷 / 01期
关键词
D O I
10.1214/aoms/1177729886
中图分类号
O1 [数学];
学科分类号
0701 ; 070101 ;
摘要
引用
收藏
页码:59 / 81
页数:23
相关论文
共 17 条
[1]   Distribution of the serial correlation coefficient [J].
Anderson, RL .
ANNALS OF MATHEMATICAL STATISTICS, 1942, 13 :1-13
[2]  
ANDERSON RL, 1941, THESIS IOWA STATE CO
[3]  
Anderson TW, 1948, SKAND AKTUARIETIDSKR, V31, P88
[4]   Note on an approximate formula for the significance levels of Z [J].
Cochran, WG .
ANNALS OF MATHEMATICAL STATISTICS, 1940, 11 :93-95
[5]   Further contributions to the problem of serial correlation [J].
Dixon, WJ .
ANNALS OF MATHEMATICAL STATISTICS, 1944, 15 :119-144
[6]  
FISHER RA, 1943, STATISTICAL TABLES B
[7]   ON THE ASYMPTOTIC DISTRIBUTIONS OF CERTAIN STATISTICS USED IN TESTING THE INDEPENDENCE BETWEEN SUCCESSIVE OBSERVATIONS FROM A NORMAL POPULATION [J].
HSU, PL .
ANNALS OF MATHEMATICAL STATISTICS, 1946, 17 (03) :350-354
[8]   Serial correlation and quadratic forms in normal variables [J].
Koopmans, T .
ANNALS OF MATHEMATICAL STATISTICS, 1942, 13 :14-33
[9]  
LEHMANN EL, 1947, ANN MATH STAT, V18, P481
[10]   DISTRIBUTION OF THE SERIAL CORRELATION COEFFICIENT IN A CIRCULARLY CORRELATED UNIVERSE [J].
LEIPNIK, RB .
ANNALS OF MATHEMATICAL STATISTICS, 1947, 18 (01) :80-87