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Pantula, Sastry G. 1 Sun, Hongguang 1
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Statistics & Probability Letters 1
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Testing for trends in correlated data
Sun, Hongguang; Pantula, Sastry G. - In: Statistics & Probability Letters 41 (1999) 1, pp. 87-95
The problem of testing for the significance of a linear trend in the presence of positively correlated errors is considered. Test criteria based on ordinary least squares, conditional maximum likelihood, estimated generalized least squares and maximum likelihood estimates tend to have higher...
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