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Selective F tests for sub-normal models

Célia Maria Pinto Nunes, João Tiago Mexia (2003)

Discussiones Mathematicae Probability and Statistics

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.

Simultaneous rank test procedures

Marie Hušková (1980)

Aplikace matematiky

Simultaneous rank test procedures are proposed for testing of randomness concerning some marginals. The considered test procedures are analogous to those introduced by Krishnaiah for classical normal theory (see Krishnaiah (1965) Ann. Inst. Statist. Math. 17, 35-53).

Some remarks to multivariate regression model

Lubomír Kubáček (2006)

Applications of Mathematics

Some remarks to problems of point and interval estimation, testing and problems of outliers are presented in the case of multivariate regression model.

Structural breaks in dependent, heteroscedastic, and extremal panel data

Matúš Maciak, Barbora Peštová, Michal Pešta (2018)

Kybernetika

New statistical procedures for a change in means problem within a very general panel data structure are proposed. Unlike classical inference tools used for the changepoint problem in the panel data framework, we allow for mutually dependent panels, unequal variances across the panels, and possibly an extremely short follow up period. Two competitive ratio type test statistics are introduced and their asymptotic properties are derived for a large number of available panels. The proposed tests are...

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