An approximation to the distribution of the ratio of two general quadratic forms with application

DOI10.1080/03610928908829986zbMath0696.62042OpenAlexW1981977101MaRDI QIDQ3473011

Roy F. Bartlett, Brajendra Chandra Sutradhar

Publication date: 1989

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610928908829986

zbMATH Keywords

hypothesis testingcorrelated datafirst four momentsJohnson curvesmodified F-test statisticsratio of two general quadratic forms

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20)

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A simple test for stable seasonality, The exact distribution function of the ratio of two dependent quadratic forms, The probability content of cones in isotropic random fields

Cites Work

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• Estimation and hypothesis testing for collections of autoregressive time series
• Exact moments of a ratio of two positive quadratic forms in normal variables
• SYSTEMS OF FREQUENCY CURVES GENERATED BY METHODS OF TRANSLATION
• Distribution of Quadratic Forms and Ratios of Quadratic Forms
• Distribution of the Ratio of the Mean Square Successive Difference to the Variance