Selective F tests for sub-normal models

Célia Maria Pinto Nunes; João Tiago Mexia

Discussiones Mathematicae Probability and Statistics (2003)

  • Volume: 23, Issue: 2, page 167-174
  • ISSN: 1509-9423

Abstract

top
F tests that are specially powerful for selected alternatives are built for sub-normal models. In these models the observation vector is the sum of a vector that stands for what is measured with a normal error vector, both vectors being independent. The results now presented generalize the treatment given by Dias (1994) for normal fixed-effects models, and consider the testing of hypothesis on the ordering of mean values and components.

How to cite

top

Célia Maria Pinto Nunes, and João Tiago Mexia. "Selective F tests for sub-normal models." Discussiones Mathematicae Probability and Statistics 23.2 (2003): 167-174. <http://eudml.org/doc/287658>.

@article{CéliaMariaPintoNunes2003,
abstract = {F tests that are specially powerful for selected alternatives are built for sub-normal models. In these models the observation vector is the sum of a vector that stands for what is measured with a normal error vector, both vectors being independent. The results now presented generalize the treatment given by Dias (1994) for normal fixed-effects models, and consider the testing of hypothesis on the ordering of mean values and components.},
author = {Célia Maria Pinto Nunes, João Tiago Mexia},
journal = {Discussiones Mathematicae Probability and Statistics},
keywords = {ective F tests; sub-normal models; max-min tests; orderings},
language = {eng},
number = {2},
pages = {167-174},
title = {Selective F tests for sub-normal models},
url = {http://eudml.org/doc/287658},
volume = {23},
year = {2003},
}

TY - JOUR
AU - Célia Maria Pinto Nunes
AU - João Tiago Mexia
TI - Selective F tests for sub-normal models
JO - Discussiones Mathematicae Probability and Statistics
PY - 2003
VL - 23
IS - 2
SP - 167
EP - 174
AB - F tests that are specially powerful for selected alternatives are built for sub-normal models. In these models the observation vector is the sum of a vector that stands for what is measured with a normal error vector, both vectors being independent. The results now presented generalize the treatment given by Dias (1994) for normal fixed-effects models, and consider the testing of hypothesis on the ordering of mean values and components.
LA - eng
KW - ective F tests; sub-normal models; max-min tests; orderings
UR - http://eudml.org/doc/287658
ER -

References

top
  1. [1] J.T. Mexia, Controlled Heteroscedasticity, Quotient Vector Spaces and F Tests for Hypothesis on Mean Vectors, Trabalhos de Investigação, No. 1, FCT/UNL (1989). Zbl0724.62068
  2. [2] G.C. Dias, Selective F tests, Trabalhos de Investigação, No. 1. FCT/UNL (1994). 
  3. [3] C.M.P. Nunes and J.T. Mexia, Perturbations in Sub-normal Models, In Statistical Modelling- Proceedings of the 15th International Workshop on Statistical Modelling (V. Núñez-Antón, E. Ferreira, eds.), Bilbao, Spain, July 17-21, (2000), 485-488. 
  4. [4] J.T. Mexia and G.C. Dias, F Tests for generalized linear hypothesis in sub-normal models, Discussiones Mathematicae - Probability and Statistics, 21 (1) (2001), 49-62. Zbl0984.62041

NotesEmbed ?

top

You must be logged in to post comments.

To embed these notes on your page include the following JavaScript code on your page where you want the notes to appear.

Only the controls for the widget will be shown in your chosen language. Notes will be shown in their authored language.

Tells the widget how many notes to show per page. You can cycle through additional notes using the next and previous controls.

    
                

                
Note: Best practice suggests putting the JavaScript code just before the closing </body> tag.