A note on the asymptotic efficiency of Friedman's x2,-test
Biometrika · 1967 · Volume 54 · Issue 3-4
DOI: 10.1093/biomet/54.3-4.677
Abstract
SUMMARY The robustnese-efficiency of Friodman's (1937) x r 2 -test for heteroscedastic error components is established here. Further, when the error components are homoscedastic but not identically distributed, some bounds for the asymptotic efficiency of x r 2 -test are derived.
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