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Density of the f-statistic in the linear model with arbitrarily normal distributed errors

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  • van der Genugten, B.B.

    (Tilburg University, Faculty of Economics)

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  • van der Genugten, B.B., 1991. "Density of the f-statistic in the linear model with arbitrarily normal distributed errors," Research Memorandum FEW 500, Tilburg University, School of Economics and Management.
    • Handle: RePEc:tiu:tiurem:337c9727-0c23-4e00-9193-537f41f7fa5f
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    References listed on IDEAS

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    1. Jan R. Magnus, 1986. "The Exact Moments of a Ratio of Quadratic Forms in Normal Variables," Annals of Economics and Statistics, GENES, issue 4, pages 95-109.
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    Estimation; mathematische statistiek;

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