The \(F\)-test of homoscedasticity for correlated normal variables

DOI10.1016/S0167-7152(00)00189-9zbMath1052.62021MaRDI QIDQ5950008

Theophilos Cacoullos

Publication date: 2001

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

\(F\)-representation of \(t\)Pitman-Morgan testWilks \(\beta\)-criterion

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03)

Related Items (1)

Polar angle tangent vectors follow Cauchy distributions under spherical symmetry

Cites Work

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• A Relation Between t and F-Distributions
• A NOTE ON NORMAL CORRELATION
• Sample Criteria for Testing Equality of Means, Equality of Variances, and Equality of Covariances in a Normal Multivariate Distribution

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