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20132026
most citedOn the Power of Invariant Tests for Hypotheses on a Covariance Matrix

5 citations · 15 across the 19 of their papers we have counts for

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math.ST2013

On Size and Power of Heteroskedasticity and Autocorrelation Robust Tests

David Preinerstorfer, Benedikt M. Pötscher

Testing restrictions on regression coefficients in linear models often requires correcting the conventional F-test for potential heteroskedasticity or autocorrelation amongst the d…