On the sensitivity of the one-sided \(t\) test to covariance misspecification
type: Item
instance of: scholarly article
title: On the sensitivity of the one-sided \(t\) test to covariance misspecification
zbMATH Open document ID: 1163.62043
author: Alan T. K. Wan
author: Huaizhen Qin
author: Guohua Zou
published in: Journal of Multivariate Analysis
publication date: 2009-06-24T00:00:00Z
Mathematics Subject Classification ID: 62H15
Mathematics Subject Classification ID: 62H10
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 65C60
zbMATH DE Number: 5569607
zbMATH Keywords: AR(1)
zbMATH Keywords: linear regression
zbMATH Keywords: MA(1)
zbMATH Keywords: power
zbMATH Keywords: rule of thumb
zbMATH Keywords: sensitivity
zbMATH Keywords: size
MaRDI profile type: Publication
full work available at URL: j.jmva.2009.01.003
OpenAlex ID: W1982195752
cites work: Q4514474
cites work: Sensitivity Analysis in Practice
cites work: The sensitivity of OLS when the variance matrix is (partially) unknown
cites work: On the sensitivity of the usual \(t\)- and \(F\)-tests to covariance misspecification
cites work: Local sensitivity and diagnostic tests
cites work: On the sensitivity of the restricted least squares estimators to covariance misspecification
cites work: Comparing the exact distribution of the t-statistic to student's distribution when its constituent normal and chi-squared variables are dependent
cites work: ON THE PROPERTIES OF THE t- AND F-RATIOS IN LINEAR REGRESSIONS WITH NONNORMAL ERRORS
cites work: Q4004320
cites work: Q5548427
DOI: 10.1016/J.JMVA.2009.01.003
description: scientific article; zbMATH DE number 5569607