Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/36618
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dc.contributor.authorKrämer, Walteren_US
dc.contributor.authorHanck, Christophen_US
dc.date.accessioned2009-05-19en_US
dc.date.accessioned2010-07-15T10:08:03Z-
dc.date.available2010-07-15T10:08:03Z-
dc.date.issued2008en_US
dc.identifier.urihttp://hdl.handle.net/10419/36618-
dc.description.abstractWe 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.en_US
dc.language.isoengen_US
dc.publisher|aUniv., SFB 475|cDortmunden_US
dc.relation.ispartofseries|aTechnical Report // Sonderforschungsbereich 475, Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund|x2008,14en_US
dc.subject.ddc310en_US
dc.subject.keywordF-testen_US
dc.subject.keywordspatial autocorrelationen_US
dc.titleMore on the F-test under nonspherical disturbancesen_US
dc.type|aWorking Paperen_US
dc.identifier.ppn600068560en_US
dc.rightshttp://www.econstor.eu/dspace/Nutzungsbedingungen-
dc.identifier.repecRePEc:zbw:sfb475:200814-

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