The estimation of residual variance in quadratically balanced least-squares problems and the robustness of the F-test

DOI10.1093/BIOMET/49.1-2.83MaRDI QIDQ3292000zbMATH OpenOpenAlexFDO

Authors Mir M. Atiqullah

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

zbMATH Keywords

statistics

Cited in

(9)

• A note on mean testing for high dimensional multivariate data under non-normality
• Designs robust against violation of normality assumption in the standard F-test
• 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
• 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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