- Tytuł:
- Generalized F tests in models with random perturbations: the gamma case
- Autorzy:
-
Pinto Nunes, Célia
Bargão Saraiva Ferreira, Sandra
da Conceição Ferreira, Dário - Powiązania:
- https://bibliotekanauki.pl/articles/729976.pdf
- Data publikacji:
- 2009
- Wydawca:
- Uniwersytet Zielonogórski. Wydział Matematyki, Informatyki i Ekonometrii
- Tematy:
-
generalized F distributions
random non-centrality parameters
Gamma distribution - Opis:
- Generalized F tests were introduced for linear models by Michalski and Zmyślony (1996, 1999). When the observations are taken in not perfectly standardized conditions the F tests have generalized F distributions with random non-centrality parameters, see Nunes and Mexia (2006). We now study the case of nearly normal perturbations leading to Gamma distributed non-centrality parameters.
- Źródło:
-
Discussiones Mathematicae Probability and Statistics; 2009, 29, 2; 185-197
1509-9423 - Pojawia się w:
- Discussiones Mathematicae Probability and Statistics
- Dostawca treści:
- Biblioteka Nauki
Artykuł