A note on the asymptotic distribution of the \(F\)-statistic for random variables with infinite variance

DOI10.1016/0167-7152(93)90092-WzbMath0779.62015OpenAlexW1986783001MaRDI QIDQ689517

Ralf Runde

Publication date: 12 December 1993

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

Full work available at URL: https://doi.org/10.1016/0167-7152(93)90092-w

zbMATH Keywords

densitylimit distributioncharacteristic exponentasymptotic null distributiondomain of attraction of a stable law\(F\)-statisticexact quantilesindependent samples

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Parametric hypothesis testing (62F03)

Related Items (2)

Locally most powerful two-sample rank tests for Lévy distributions ⋮ On the properties of the coefficient of determination in regression models with infinite variance variables

Cites Work

• Limit theory for the sample covariance and correlation functions of moving averages
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