Testing a null variance ratio in mixed models with zero degrees of freedom for error

DOI10.1016/J.CSDA.2003.09.011zbMath1429.62287OpenAlexW2080176579MaRDI QIDQ956977

Mohamed Y. El-Bassiouni, Husni A. Charif

Publication date: 26 November 2008

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2003.09.011

zbMATH Keywords

variance componentspoint optimal testsanimal modelslocally most powerful testsmost powerful invariant testsrandom walk regression coefficients

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear regression; mixed models (62J05) Parametric hypothesis testing (62F03)

Uses Software

• AS 155

Cites Work

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• Computing the distribution of quadratic forms in normal variables

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