Please use this identifier to cite or link to this item: https://hdl.handle.net/10419/36618 
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dc.contributor.authorKrämer, Walteren
dc.contributor.authorHanck, Christophen
dc.date.accessioned2009-05-19-
dc.date.accessioned2010-07-15T10:08:03Z-
dc.date.available2010-07-15T10:08:03Z-
dc.date.issued2008-
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
dc.language.isoengen
dc.publisher|aTechnische Universität Dortmund, Sonderforschungsbereich 475 - Komplexitätsreduktion in Multivariaten Datenstrukturen |cDortmunden
dc.relation.ispartofseries|aTechnical Report |x2008,14en
dc.subject.ddc519en
dc.subject.keywordF-testen
dc.subject.keywordspatial autocorrelationen
dc.titleMore on the F-test under nonspherical disturbances-
dc.typeWorking Paperen
dc.identifier.ppn600068560en
dc.rightshttp://www.econstor.eu/dspace/Nutzungsbedingungenen
dc.identifier.repecRePEc:zbw:sfb475:200814en

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