Generalized F tests were introduced for linear models by Michalski and Zmyślony (1996, 1999). When the observations are taken in not perfectly standardized conditions the F tests have generalized F distributions with random non-centrality parameters, see Nunes and Mexia (2006). We now study the case of nearly normal perturbations leading to Gamma distributed non-centrality parameters.
@article{bwmeta1.element.bwnjournal-article-doi-10_7151_dmps_1114,
author = {C\'elia Maria Pinto Nunes and Sandra Maria Barg\~ao Saraiva Ferreira and D\'ario Jorge da Concei\c c\~ao Ferreira},
title = {Generalized F tests in models with random perturbations: the gamma case},
journal = {Discussiones Mathematicae Probability and Statistics},
volume = {29},
year = {2009},
pages = {185-197},
zbl = {1208.62024},
language = {en},
url = {http://dml.mathdoc.fr/item/bwmeta1.element.bwnjournal-article-doi-10_7151_dmps_1114}
}
Célia Maria Pinto Nunes; Sandra Maria Bargão Saraiva Ferreira; Dário Jorge da Conceição Ferreira. Generalized F tests in models with random perturbations: the gamma case. Discussiones Mathematicae Probability and Statistics, Tome 29 (2009) pp. 185-197. http://gdmltest.u-ga.fr/item/bwmeta1.element.bwnjournal-article-doi-10_7151_dmps_1114/
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