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扩展检验与近似自由度检验的渐近等价性

Asymptotic Equivalence of an Expansion Test and an Approximate Degrees of Freedom Test

Biometrika · 1983
被引 0
ABS 4

中文导读

研究了在线性模型中误差方差不相等但独立估计时,扩展检验与近似自由度检验在方差估计的自由度倒数阶上等价。

Abstract

An expansion test and an approximate degrees of freedom test of a linear hypothesis in a linear model with unequal but independently estimated error variances are shown to be equivalent to terms of order nj-1⁠, where the nj's are the degrees of freedom of the variance estimators.

线性模型假设检验方差估计渐近理论