F-tests for generalized linear hypotheses in subnormal models

• Autorzy: Joao Tiago Mexia , Gerberto Carvalho Dias
• Języki publikacji: EN

Abstrakty

EN

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.

Słowa kluczowe

EN

F-tests   subnormal models   mixed models   invariance   UMP tests   third type error  

Kategorie tematyczne

• 62J99: None of the above, but in this section
• 62J10: Analysis of variance and covariance

• Wydawca: Faculty of Mathematics, Computer Science and Econometrics, University of Zielona Góra
• Czasopismo: Discussiones Mathematicae Probability and Statistics
• Rocznik: 2001
• Tom: 21
• Numer: 1
• Strony: 49-62

Daty

wydano

2001

otrzymano

2000-11-21

Twórcy

autor

Joao Tiago Mexia

• Departamento de Matemática, Universidade Nova de Lisboa, Faculdade de Ciencias e Tecnologia, Quinta da Torre, 2825 Monte da Caparica, Portugal

autor

Gerberto Carvalho Dias

• Departamento de Matemática, Universidade Nova de Lisboa, Faculdade de Ciencias e Tecnologia, Quinta da Torre, 2825 Monte da Caparica, Portugal

Bibliografia

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Identyfikatory

DOI

10.7151/dmps.1019