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

DOI10.1080/00949655.2020.1871480OpenAlexW3124258379MaRDI QIDQ5065302

Tae-Hwy Lee, Aman Ullah, Jianghao Chu, Hai-Feng 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)

Uses Software

• AS 256

Cites Work

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