Generalized F tests in models with random perturbations: the gamma case

• Autorzy: Célia Maria Pinto Nunes , Sandra Maria Bargão Saraiva Ferreira , Dário Jorge da Conceição Ferreira
• Języki publikacji: EN

Abstrakty

EN

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.

Słowa kluczowe

EN

generalized F distributions; random non-centrality parameters; Gamma distribution

Kategorie tematyczne

• 62H10: Distribution of statistics
• 62J99: None of the above, but in this section
• 62J12: Generalized linear models

• Wydawca: Faculty of Mathematics, Computer Science and Econometrics, University of Zielona Góra
• Czasopismo: Discussiones Mathematicae Probability and Statistics
• Rocznik: 2009
• Tom: 29
• Numer: 2
• Strony: 185-197

Daty

wydano

2009

otrzymano

2009-11-10

Twórcy

autor

Célia Maria Pinto Nunes

• Department of Mathematics, University of Beira Interior 6200 Covilhã, Portugal

autor

Sandra Maria Bargão Saraiva Ferreira

• Department of Mathematics, University of Beira, Interior 6200 Covilhã, Portugal

autor

Dário Jorge da Conceição Ferreira

• Department of Mathematics, University of Beira, Interior 6200 Covilhã, Portugal

Bibliografia

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• [10] C. Nunes and J.T. Mexia, Non-central generalized F distributions, Discuss. Math. Probab. Stat. 26 (1) (2006), 47-61.
• [11] C. Nunes, I. Pinto and J.T. Mexia, F and Selective F tests with balanced cross-nesting and associated models, Discuss. Math. Probab. Stat. 26 (2) (2006), 193-205.
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Identyfikatory

DOI

10.7151/dmps.1114