An approximation to the distribution of the ratio of two general quadratic forms with application

DOI10.1080/03610928908829986MaRDI QIDQ3473011zbMATH OpenOpenAlexFDO

Authors Roy F. Bartlett, Brajendra C. Sutradhar

Publication date 1989

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610928908829986

zbMATH Keywords

correlated datafirst four momentshypothesis testingJohnson curvesmodified F-test statisticsratio of two general quadratic forms

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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Cites work

• Distribution of Quadratic Forms and Ratios of Quadratic Forms
• Distribution of the Ratio of the Mean Square Successive Difference to the Variance
• Estimation and hypothesis testing for collections of autoregressive time series
• Exact moments of a ratio of two positive quadratic forms in normal variables
• scientific article; zbMATH DE number 3565994 (Why is no real title available?)
• scientific article; zbMATH DE number 3357817 (Why is no real title available?)
• SYSTEMS OF FREQUENCY CURVES GENERATED BY METHODS OF TRANSLATION

Cited in

(4)

• The probability content of cones in isotropic random fields
• A simple test for stable seasonality
• Power approximations for test statistics with dominant components.
• The exact distribution function of the ratio of two dependent quadratic forms

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