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Distribution theory for some tests of independence of seemingly unrelated regressions

✍ Scribed by A.W Davis


Publisher
Elsevier Science
Year
1989
Tongue
English
Weight
488 KB
Volume
31
Category
Article
ISSN
0047-259X

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Given a pair of absolutely continuous random variables (X, Y ) distributed as the generalized Farlie-Gumbel-Morgenstern (GFGM) distribution, we develop a test for testing the hypothesis: X and Y are independent vs. the alternative; X and Y are positively (negatively) quadrant dependent above a preas