Moments of regression F-statistics under non-normality

DOI10.1080/03610929608831790zbMATH Open0925.62259OpenAlexW2098199421MaRDI QIDQ4337219FDOQ4337219

Authors: S. C. Sharma, Mukhtar M. Ali 

Publication date: 8 November 1999

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

Full work available at URL: https://doi.org/10.1080/03610929608831790

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• ON THE PROPERTIES OF THE t- AND F-RATIOS IN LINEAR REGRESSIONS WITH NONNORMAL ERRORS
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• The limiting distribution of theF-statistic from nonnormal universes
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zbMATH Keywords

non-normal errorsF-statisticsrobustness to non-normality

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Linear regression; mixed models (62J05) Robustness and adaptive procedures (parametric inference) (62F35)

Cites Work

• Low Moments for Small Samples: A Comparative Study of Order Statistics
• Moments of the ratio of quadratic forms in non-normal variables with econometric examples
• EFFECT OF NON-NORMALITY ON THE POWER OF THE ANALYSIS OF VARIANCE TEST

Cited In (4)

• ON THE PROPERTIES OF THE t- AND F-RATIOS IN LINEAR REGRESSIONS WITH NONNORMAL ERRORS
• The Frequency Distribution of Deviates from Means and Regression Lines in Samples from a Multivariate Normal Population
• Optimization of the size of nonsensitivness regions.
• The limiting distribution of theF-statistic from nonnormal universes

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