PL EN


Preferencje help
Widoczny [Schowaj] Abstrakt
Liczba wyników
2003 | 23 | 2 | 167-174
Tytuł artykułu

Selective F tests for sub-normal models

Treść / Zawartość
Warianty tytułu
Języki publikacji
EN
Abstrakty
EN
F tests that are specially powerful for selected alternatives are built for sub-normal models. In these models the observation vector is the sum of a vector that stands for what is measured with a normal error vector, both vectors being independent. The results now presented generalize the treatment given by Dias (1994) for normal fixed-effects models, and consider the testing of hypothesis on the ordering of mean values and components.
Słowa kluczowe
Twórcy
  • Departamento de Matemática, Universidade da Beira Interior, 6200 Covilhã, Portugal
  • Universidade Nova de Lisboa, Departamento de Matemática da Faculdade de Ciências e Tecnologia, Quinta da Torre, 2825-114 Monte de Caparica, Portugal
Bibliografia
  • [1] J.T. Mexia, Controlled Heteroscedasticity, Quotient Vector Spaces and F Tests for Hypothesis on Mean Vectors, Trabalhos de Investigação, No. 1, FCT/UNL (1989).
  • [2] G.C. Dias, Selective F tests, Trabalhos de Investigação, No. 1. FCT/UNL (1994).
  • [3] C.M.P. Nunes and J.T. Mexia, Perturbations in Sub-normal Models, In Statistical Modelling- Proceedings of the 15th International Workshop on Statistical Modelling (V. Núñez-Antón, E. Ferreira, eds.), Bilbao, Spain, July 17-21, (2000), 485-488.
  • [4] J.T. Mexia and G.C. Dias, F Tests for generalized linear hypothesis in sub-normal models, Discussiones Mathematicae - Probability and Statistics, 21 (1) (2001), 49-62.
Typ dokumentu
Bibliografia
Identyfikatory
Identyfikator YADDA
bwmeta1.element.bwnjournal-article-doi-10_7151_dmps_1042
JavaScript jest wyłączony w Twojej przeglądarce internetowej. Włącz go, a następnie odśwież stronę, aby móc w pełni z niej korzystać.