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

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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

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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

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  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

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