On the sensitivity of the one-sided t test to covariance misspecification
DOI10.1016/J.JMVA.2009.01.003zbMATH Open1163.62043OpenAlexW1982195752MaRDI QIDQ1026344FDOQ1026344
Authors: Alan T. K. Wan, Huaizhen Qin, Guohua Zou 
Publication date: 24 June 2009
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2009.01.003
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Cites Work
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- The sensitivity of OLS when the variance matrix is (partially) unknown
- On the sensitivity of the usual \(t\)- and \(F\)-tests to covariance misspecification
- Sensitivity Analysis in Practice
- Local sensitivity and diagnostic tests
- ON THE PROPERTIES OF THE t- AND F-RATIOS IN LINEAR REGRESSIONS WITH NONNORMAL ERRORS
- On the sensitivity of the restricted least squares estimators to covariance misspecification
- Comparing the exact distribution of the t-statistic to student's distribution when its constituent normal and chi-squared variables are dependent
- Title not available (Why is that?)
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