On the sensitivity of the usual \(t\)- and \(F\)-tests to covariance misspecification (Q1971791)
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scientific article; zbMATH DE number 1423258
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| English | On the sensitivity of the usual \(t\)- and \(F\)-tests to covariance misspecification |
scientific article; zbMATH DE number 1423258 |
Statements
On the sensitivity of the usual \(t\)- and \(F\)-tests to covariance misspecification (English)
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3 October 2001
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t-test
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F-test
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autocorrelation
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sensitivity
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robustness
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0.8700830340385437
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0.8429118394851685
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0.8085490465164185
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0.8064025044441223
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0.7646166086196899
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