×

Some distribution-free small samples methods for interval estimation and hypothesis testing in linear shock models. (English) Zbl 0221.62042

MSC:

62N05 Reliability and life testing
62P20 Applications of statistics to economics
60H99 Stochastic analysis
PDFBibTeX XMLCite
Full Text: DOI EuDML

References:

[1] Anderson, T. W., Estimating Linear Restrictions on Regression Coefficients for Multivariate Distributions, Ann. Math. Stat., 22, 327-351 (1951) · Zbl 0043.13902
[2] Anderson, T. W.; Rubin, H., Estimation of the Parameters of a Single Equation in a Complete System of Stochastic Equations, Ann. Math. Stat., 20, 570-582 (1949) · Zbl 0039.36002
[3] Atiqullah, M., The Estimation of Residual Variance in Quadratically Balanced Least-Squares Problems and the Robustness of the F-Test, Biometrika, 49, 83-91 (1962) · Zbl 0106.13301
[4] Basmann, R. L., On Finite Sample Distributions of Generalized Classical Linear Identifiability Test Statistics, J. Amer. Stat. Ass., 55, 650-659 (1960) · Zbl 0096.35401 · doi:10.2307/2281588
[5] Box, G. E. P., Non-Normality and Tests on Variances, Biometrika, 40, 318-335 (1953) · Zbl 0051.10805
[6] Box, G. E. P.; Andersen, S., Permutation Theory in Derivation of Robust Criteria and the Study of Departures from Assumption, J. Roy. Stat. Soc., 17, 1-26 (1955) · Zbl 0065.12402
[7] Box, G. E. P.; Watson, G. S., Robustness to Non-Normality of Regression Test, Biometrika, 49, 93-106 (1962) · Zbl 0113.34901
[8] David, F. N.; Johnson, N. L., The Effect of Non-Normality on the Power Function of the F-Test in the Analysis of Variance, Biometrika, 38, 43-57 (1951) · Zbl 0042.38102
[9] David, F. N., A Method of Investigating the Effect of Non-Normality and Heterogeneity of Variance on Tests of the General Linear Hypothesis, Ann. Math. Stat., 22, 382-392 (1951) · Zbl 0043.34501
[10] Gayen, A. K., The Distribution of the Variance Ratio in Random Samples of any Size Drawn from Non-Normal Universes, Biometrika, 37, 236-255 (1950) · Zbl 0040.22101
[11] Graybill, F. A.: Introduction to Linear Statistical Models, Vol. I., New York 1961. · Zbl 0121.35605
[12] Mood, A. M.: Introduction to the Theory of Statistics. New York 1950. · Zbl 0039.13901
[13] Pearson, E. S., Analysis of Variance in Cases of Non-Normal Variation, Biometrika, 23, 114-133 (1931) · Zbl 0003.35601
[14] Pitman, E. J. G., Analysis of Variance Test for Samples from any Population, Biometrika, 29, 322-335 (1937) · Zbl 0018.22601
This reference list is based on information provided by the publisher or from digital mathematics libraries. Its items are heuristically matched to zbMATH identifiers and may contain data conversion errors. In some cases that data have been complemented/enhanced by data from zbMATH Open. This attempts to reflect the references listed in the original paper as accurately as possible without claiming completeness or a perfect matching.