1995-01-01
Monte Carol response surface: A comparative approach
Publication
Publication
Journal of Statistical Planning and Inference
,
Volume 43
-
Issue 1-2
p. 301-
310
This paper evaluates the performance of the Hendry-style response surface and compares it with a nonparametric alternative in the context of assessing the power of a Wald test statistic in the no-intercept, first-order autoregressive model.
| Additional Metadata | |
|---|---|
| Keywords | Monte Carlo experiment, response surfaces, Simulation, Wald test statistic |
| Persistent URL | dx.doi.org/10.1016/0378-3758(94)00028-T |
| Journal | Journal of Statistical Planning and Inference |
| Citation |
Power, S. (1995). Monte Carol response surface: A comparative approach. Journal of Statistical Planning and Inference, 43(1-2), 301–310. doi:10.1016/0378-3758(94)00028-T
|