ESTIMATING THE MAXIMUM (MINIMUM) OF A QUADRATIC FUNCTION UNDER CERTAIN CORRELATION PATTERNS |
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| Authors: | Stephen M Scariano |
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| Institution: | Loyola University, New Orleans, LA., U.S.A. |
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| Abstract: | May nonidentity error correlation patterns encountered in regression theory allow computationally efficient techniques for modifying the usual procedures for constructing confidence intervals and performing F-tests so that valid inferences can be drawn. Such techniques are explored in light of the general theme of this note. |
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| Keywords: | Dependent error corrected F statistic scaled chi-square heterogeneity of variance |
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