Robustness to nonnormality of regression \(F\)-tests
DOI10.1016/0304-4076(94)01700-XzbMath0842.62020OpenAlexW2027707491MaRDI QIDQ1915446
Subhash C. Sharma, Mukhtar M. Ali
Publication date: 4 August 1996
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0304-4076(94)01700-x
sensitivitysample sizeLaguerre expansiondegrees of freedomnull distributionregression coefficientsnon-normal errorsF-testserror sums of squaresleveraged observationrobustness to nonormality
Linear regression; mixed models (62J05) Parametric hypothesis testing (62F03) Robustness and adaptive procedures (parametric inference) (62F35)
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Cites Work
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