@techreport{Kramer2008More,
abstract = {We show that the F-test can be both liberal and conservative in the context of a particular type of nonspherical behaviour induced by spatial autocorrelation, and that the conservative variant is more likely to occur for extreme values of the spatial autocorrelation parameter. In particular, it will wipe out the progressive one as the sample size increases.},
address = {Dortmund},
author = {Walter Kr\"{a}mer and Christoph Hanck},
copyright = {http://www.econstor.eu/dspace/Nutzungsbedingungen},
keywords = {310; F-test; spatial autocorrelation},
language = {eng},
number = {2008,14},
publisher = {Univ., SFB 475},
title = {More on the F-test under nonspherical disturbances},
type = {Technical Report // Sonderforschungsbereich 475, Komplexit\"{a}tsreduktion in Multivariaten Datenstrukturen, Universit\"{a}t Dortmund},
url = {http://hdl.handle.net/10419/36618},
year = {2008}
}
