- Tytuł:
- F-tests for generalized linear hypotheses in subnormal models
- Autorzy:
-
Mexia, Joao
Dias, Gerberto - Powiązania:
- https://bibliotekanauki.pl/articles/729870.pdf
- Data publikacji:
- 2001
- Wydawca:
- Uniwersytet Zielonogórski. Wydział Matematyki, Informatyki i Ekonometrii
- Tematy:
-
F-tests
subnormal models
mixed models
invariance
UMP tests
third type error - Opis:
- When the measurement errors may be assumed to be normal and independent from what is measured a subnormal model may be used. We define a linear and generalized linear hypotheses for these models, and derive F-tests for them. These tests are shown to be UMP for linear hypotheses as well as strictly unbiased and strongly consistent for these hypotheses. It is also shown that the F-tests are invariant for regular transformations, possess structural stability and are almost strongly consistent for generalized linear hypothesis. An application to a mixed model studied by Michalskyi and Zmyślony is shown.
- Źródło:
-
Discussiones Mathematicae Probability and Statistics; 2001, 21, 1; 49-62
1509-9423 - Pojawia się w:
- Discussiones Mathematicae Probability and Statistics
- Dostawca treści:
- Biblioteka Nauki
Artykuł