On the sensitivity of the one-sided <mml:math altimg="si90.gif" display="inline" overflow="scroll" xmlns:xocs="http://www.elsevier.com/xml/xocs/dtd" xmlns:xs="http://www.w3.org/2001/XMLSchema" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xmlns="http://www.elsevier.com/xml/ja/dtd" xmlns:ja="http://www.elsevier.com/xml/ja/dtd" xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:tb="http://www.elsevier.com/xml/common/table/dtd" xmlns:sb="http://www.elsevier.com/xml/common/struct-bib/dtd" xmlns:ce="http://www.elsevier.com/xml/common/dtd" xmlns:xlink="http://www.w3.org/1999/xlink" xmlns:cals="http://www.elsevier.com/xml/common/cals/dtd"><mml:mi>t</mml:mi></mml:math> test to covariance misspecification-Reference-Cited by-同舟云学术

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On the sensitivity of the one-sided t test to covariance misspecification

Published:2009-09 Issue:8 Volume:100 Page:1593-1609
ISSN:0047-259X
Container-title:Journal of Multivariate Analysis
language:en
Short-container-title:Journal of Multivariate Analysis

Author:

Qin Huaizhen,Wan Alan T.K.,Zou Guohua

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Numerical Analysis,Statistics and Probability

Reference12 articles.

1. Sensitivity Analysis;Saltello,2000

2. Sensitivity Analysis in Practice: A Guide to Assessing Scientific Models;Saltello,2004

3. The sensitivity of OLS when the variance matrix is (partially) known;Banerjee;Journal of Econometrics,1999

4. On the sensitivity of the usual t- and F-tests to covariance misspecification;Banerjee;Journal of Econometrics,2000

5. Local sensitivity and diagnostic tests;Magnus;Econometrics Journal,2007

Cited by 4 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Interpretation and use of sensitivity in econometrics, illustrated with forecast combinations;International Journal of Forecasting;2015-07

2. Practical Use of Sensitivity in Econometrics with an Illustration to Forecast Combinations;SSRN Electronic Journal;2013

3. On the sensitivity of pre-test estimators to covariance misspecification;Journal of Statistical Planning and Inference;2011-01

4. Robustness of Stein-type estimators under a non-scalar error covariance structure;Journal of Multivariate Analysis;2009-11

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