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F-tests for generalized linear hypotheses in subnormal models

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Mexia J., Dias G.

Discussiones Mathematicae Probability and Statistics

2001

tom 21

nr 1

49-62

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.

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1 Discussiones Mathematicae Probability and Statistics

1 Dias G.

1 Mexia J.

1 2001

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F-tests for generalized linear hypotheses in subnormal models