Moments of regression F-statistics under non-normality

DOI10.1080/03610929608831790zbMath0925.62259OpenAlexW2098199421MaRDI QIDQ4337219

Mukhtar M. Ali, Subhash C. Sharma

Publication date: 8 November 1999

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

Full work available at URL: https://doi.org/10.1080/03610929608831790

zbMATH Keywords

non-normal errorsF-statisticsrobustness to non-normality

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Exact distribution theory in statistics (62E15) Robustness and adaptive procedures (parametric inference) (62F35)

Cites Work

• Moments of the ratio of quadratic forms in non-normal variables with econometric examples
• EFFECT OF NON-NORMALITY ON THE POWER OF THE ANALYSIS OF VARIANCE TEST
• Low Moments for Small Samples: A Comparative Study of Order Statistics

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