The estimation of residual variance in quadratically balanced least-squares problems and the robustness of the F-test
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Publication:3292000
DOI10.1093/BIOMET/49.1-2.83zbMATH Open0106.13301OpenAlexW2021002903MaRDI QIDQ3292000FDOQ3292000
Publication date: 1962
Published in: Biometrika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1093/biomet/49.1-2.83
Cited In (9)
- A note on mean testing for high dimensional multivariate data under non-normality
- On the variance parameter estimator in general linear models
- Maximal size of the Student and the ANOVA tests under exactly one contaminant
- Estimation and testing procedures for non-normal samples: an introduction and a bibliography
- Designs Robust against Violation of Normality Assumption in the Standard F-test
- On the quadratic estimation of covariance matrices in multivariate linear models
- The locally MIMSQE of nonnormal error variance in quadratically balanced models
- Robustness to nonnormality of regression \(F\)-tests
- Some distribution-free small samples methods for interval estimation and hypothesis testing in linear shock models
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