scientific article; zbMATH DE number 3974249

MaRDI QIDQ3740196zbMATH OpenFDO

Authors Richard William Farebrother

Publication date 1985

zbMATH Keywords

eigenvaluesnormal random variablesdistribution of a quadratic form

Mathematics Subject Classification ID

Probabilistic methods, stochastic differential equations (65C99) Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Statistical distribution theory (62E99) Quadratic and bilinear forms, inner products (15A63) Distribution theory (60E99)

Cited in

(2)

• Exact distribution of the F-statistic under heteroskedasticity of unknown form for improved inference
• Computing \(p\)-values for the generalized Durbin-Watson and other invariant test statistics

Describes a project that uses

Uses Software

• AS 256

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