Testing the equality of the variances of two linear models
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Publication:3928852
DOI10.2307/3315302zbMath0474.62068MaRDI QIDQ3928852
Publication date: 1981
Published in: Canadian Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/3315302
invariance; quadratic form; F-test; Gaussian approximation; BLUS residuals; ASR test; linear combination of chi-squareds; MINQUE principle
62J05: Linear regression; mixed models
62F03: Parametric hypothesis testing
62H15: Hypothesis testing in multivariate analysis
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Locally most powerful test for testing the equality of variances of two linear models with common regression parameters, Exact moments of a ratio of two positive quadratic forms in normal variables
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