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Control of the truncation errors for generalizedFdistributions

dc.contributor.authorNunes, Célia
dc.contributor.authorFerreira, Dário
dc.contributor.authorFerreira, Sandra S.
dc.contributor.authorMexia, João T.
dc.date.accessioned2020-02-07T14:55:16Z
dc.date.available2020-02-07T14:55:16Z
dc.date.issued2012
dc.description.abstractF-tests may not be used for all relevant hypothesis, even in rather simple models, which led to the introduction of generalized F-tests. The statistics of these tests are quotients of linear combinations of independent chi-squares, which may be non-central. When the observations are collected under non-standardized conditions, the non-centrality parameters may be random. The generalized F distributions are given by infinite sums. In this study, we show that there is an excellent control of the truncations errors for those sums. The case in which the non-centrality parameters have Gamma distributions is singled out.pt_PT
dc.description.versioninfo:eu-repo/semantics/publishedVersionpt_PT
dc.identifier.doi10.1080/00949655.2011.631924pt_PT
dc.identifier.urihttp://hdl.handle.net/10400.6/9125
dc.language.isoengpt_PT
dc.peerreviewedyespt_PT
dc.subjectGeneralized F distributionspt_PT
dc.subjectRandom non-centrality parameterspt_PT
dc.subjectTruncation errorspt_PT
dc.titleControl of the truncation errors for generalizedFdistributionspt_PT
dc.typejournal article
dspace.entity.typePublication
oaire.citation.endPage171pt_PT
oaire.citation.issue2pt_PT
oaire.citation.startPage165pt_PT
oaire.citation.titleJournal of Statistical Computation and Simulationpt_PT
oaire.citation.volume82pt_PT
person.familyNameNunes
person.familyNameFerreira
person.familyNameFerreira
person.familyNameMexia
person.givenNameCélia
person.givenNameDário
person.givenNameSandra
person.givenNameJoão
person.identifierR-000-3NA
person.identifier1454084
person.identifierR-000-7FX
person.identifier.ciencia-idAC1F-3CA0-75FE
person.identifier.ciencia-id9B1C-6DF8-2872
person.identifier.ciencia-idE01A-BAE7-2B14
person.identifier.ciencia-id0A1B-09AC-0E39
person.identifier.orcid0000-0003-0167-4851
person.identifier.orcid0000-0001-9095-0947
person.identifier.orcid0000-0002-9209-7772
person.identifier.orcid0000-0001-8620-0721
person.identifier.ridH-1231-2016
person.identifier.scopus-author-id57194580125
person.identifier.scopus-author-id37088452300
person.identifier.scopus-author-id37088374700
person.identifier.scopus-author-id6603673040
rcaap.embargofctCopyright cedido à editora no momento da publicaçãopt_PT
rcaap.rightsclosedAccesspt_PT
rcaap.typearticlept_PT
relation.isAuthorOfPublication6c089279-689d-4566-b2ee-797ddbefbeab
relation.isAuthorOfPublicationa46ed4b5-aea7-4dcb-bbbf-f2219d3a3cb9
relation.isAuthorOfPublication476a0b22-7679-47cb-afe3-7f772abd7ba1
relation.isAuthorOfPublication3579587b-b3c6-4af2-94fb-a9304279ac94
relation.isAuthorOfPublication.latestForDiscovery3579587b-b3c6-4af2-94fb-a9304279ac94

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