The n.s. conditions for the ration of two quadratic forms to have an f-distribution and its applications

DOI10.1080/03610929808832106zbMath0894.62059OpenAlexW2032494943MaRDI QIDQ4386007

Yong Li, Huai-Zhen Qin, Heng-Jian Cui

Publication date: 12 August 1998

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

Full work available at URL: https://doi.org/10.1080/03610929808832106

zbMATH Keywords

elliptically contoured distributiondependent samplesmultivariate normal distributioncorrelated samplesgeneralized F-testratio of two quadratic formsnoncorrelated samplessimple samples

Mathematics Subject Classification ID

Hypothesis testing in multivariate analysis (62H15) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Related Items (1)

ON THE PROPERTIES OF THE t- AND F-RATIOS IN LINEAR REGRESSIONS WITH NONNORMAL ERRORS

Cites Work

• Unnamed Item
• The Distribution of the Ratios of Certain Quadratic Forms in Time Series
• Linear Statistical Inference and its Applications
• Distribution of the Ratio of the Mean Square Successive Difference to the Variance

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