The n.s. conditions for the ration of two quadratic forms to have an f-distribution and its applications

DOI10.1080/03610929808832106MaRDI QIDQ4386007zbMATH OpenOpenAlexFDO

Authors Yong Li, Huaizhen Qin, Hengjian Cui

Publication date 12 August 1998

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

Full work available at URL https://doi.org/10.1080/03610929808832106

zbMATH Keywords

multivariate normal distributionelliptically contoured distributiondependent samplescorrelated samplesgeneralized F-testratio of two quadratic formsnoncorrelated samplessimple samples

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Hypothesis testing in multivariate analysis (62H15)

Recommendations

• The exact distribution function of the ratio of two quadratic forms in noncentral normal variables
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• Publication:4889010
• Distribution of the Ratio of Quadratic Forms in Normal Variables—Numerical Methods

Cites work

• scientific article; zbMATH DE number 54139 (Why is no real title available?)
• Distribution of the Ratio of the Mean Square Successive Difference to the Variance
• Linear Statistical Inference and its Applications
• The Distribution of the Ratios of Certain Quadratic Forms in Time Series

Cited in

(1)

• ON THE PROPERTIES OF THE t- AND F-RATIOS IN LINEAR REGRESSIONS WITH NONNORMAL ERRORS

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