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.
@article{bwmeta1.element.bwnjournal-article-doi-10_7151_dmps_1042,
author = {C\'elia Maria Pinto Nunes and Jo\~ao Tiago Mexia},
title = {Selective F tests for sub-normal models},
journal = {Discussiones Mathematicae Probability and Statistics},
volume = {23},
year = {2003},
pages = {167-174},
zbl = {1049.62066},
language = {en},
url = {http://dml.mathdoc.fr/item/bwmeta1.element.bwnjournal-article-doi-10_7151_dmps_1042}
}
Célia Maria Pinto Nunes; João Tiago Mexia. Selective F tests for sub-normal models. Discussiones Mathematicae Probability and Statistics, Tome 23 (2003) pp. 167-174. http://gdmltest.u-ga.fr/item/bwmeta1.element.bwnjournal-article-doi-10_7151_dmps_1042/
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[001] [2] G.C. Dias, Selective F tests, Trabalhos de Investigação, No. 1. FCT/UNL (1994).
[002] [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.
[003] [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. | Zbl 0984.62041