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

DOI10.1080/03610929808832106zbMATH Open0894.62059OpenAlexW2032494943MaRDI QIDQ4386007FDOQ4386007

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

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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)

Cites Work

• Title not available (Why is that?)
• Linear Statistical Inference and its Applications
• Distribution of the Ratio of the Mean Square Successive Difference to the Variance
• 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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