Exact distribution of the F-statistic under heteroskedasticity of unknown form for improved inference

DOI10.1080/00949655.2020.1871480MaRDI QIDQ5065302zbMATH OpenOpenAlexFDO

Authors Jianghao Chu, Tae-Hwy Lee, Aman Ullah, Haifeng Xu

Publication date 18 March 2022

Published in Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00949655.2020.1871480

zbMATH Keywords

heteroskedasticityfinite-sample theoryimhof distribution

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

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• Finite Sample Econometrics
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• Jackknife, bootstrap and other resampling methods in regression analysis
• Jackknifing in Unbalanced Situations
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Cited in

(1)

• GENERALIZATION FOR THE DISTRIBUTION OF HARTLEY'S FMAX STATISTIC UNDER HETEROGENEITY OF VARIANCES WITH UNEQUAL SAMPLE SIZES

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Uses Software

• AS 256

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