SOME EMPIRICAL DISTRIBUTIONS OF BIVARIATE T2 AND HOMOSCEDASTICITY CRITERION M UNDER UNEQUAL VARIANCE AND LEPTOKURTOSIS

被引:48
作者
HOPKINS, JW
CLAY, PPF
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D O I
10.2307/2283331
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
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页码:1048 / &
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