Robustness of F-tests in linear models
From MaRDI portal
Recommendations
Cited in
(11)- Robust tests for one or more allometric lines
- Best linear unbiased estimates, duality of F tests and the Scheffé multiple comparison method in the presence of controlled heteroscedasticity
- Robustness of \(F\)-tests in singular linear models
- scientific article; zbMATH DE number 428289 (Why is no real title available?)
- Robust test of restricted model
- Robust tests of inequality constraints and one-sided hypotheses in the linear model
- scientific article; zbMATH DE number 1211754 (Why is no real title available?)
- RobustF-tests for linear models
- Optimal structure of the covariance matrix of errors for F-tests in linear models
- The asymptotic validity of the F-test in a two-stage least squares model
- On the robustness of the F-test to autocorrelation among disturbances
This page was built for publication: Robustness of F-tests in linear models
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3071213)