A note on the asymptotic distribution of the F-statistic for random variables with infinite variance

DOI10.1016/0167-7152(93)90092-WMaRDI QIDQ689517zbMATH OpenOpenAlexFDO

Authors Ralf Runde

Publication date 12 December 1993

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0167-7152(93)90092-w

zbMATH Keywords

\(F\)-statisticasymptotic null distributioncharacteristic exponentdensitydomain of attraction of a stable lawexact quantilesindependent sampleslimit distribution

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Parametric hypothesis testing (62F03)

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• Limit theory for the sample covariance and correlation functions of moving averages

Cited in

(7)

• On the empirical measure of the Fourier coefficients with infinite variance data
• The asymptotic null distribution of the Box-Pierce Q-statistic for random variables with infinite variance. An application to German stock returns
• Locally most powerful two-sample rank tests for Lévy distributions
• On the properties of the coefficient of determination in regression models with infinite variance variables
• Domains of attraction of the random vector (X, X ²) and applications
• On the Proportion above Sample Mean for Symmetric Stable Laws
• The limiting distribution of theF-statistic from nonnormal universes

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