The limiting distribution of theF-statistic from nonnormal universes

DOI10.1080/02331880601012843zbMath1124.60023OpenAlexW2056150908MaRDI QIDQ5423161

Bilgehan Güven

Publication date: 22 October 2007

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331880601012843

zbMATH Keywords

idempotent matrixAsymptotic normality\(F\)-statistic1-fold nested-error model

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Central limit and other weak theorems (60F05) Linear inference, regression (62J99) Approximations to statistical distributions (nonasymptotic) (62E17)

Related Items (4)

Hypothesis testing in unbalanced two-fold nested random models ⋮ Testing for random effect in the Fuller–Battese model ⋮ Approximate tests in unbalanced two-way random models without interaction ⋮ Analysis of comparative data with hierarchical autocorrelation

Cites Work

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• A Comparison of Variance Component Estimates for Arbitrary Underlying Distributions
• Asymptotic Validity of F Tests for the Ordinary Linear Model and the Multiple Correlation Model
• A Simple 'Synthesis'-Based Method of Variance Component Estimation
• Performance of Confidence Intervals in Regression Models with Unbalanced One-Fold Nested Error Structures
• Asymptotics for Analysis of Variance When the Number of Levels is Large
• Heteroscedastic One-Way ANOVA and Lack-of-Fit Tests

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