Geodesic
Selective F tests for sub-normal models
Discussiones Mathematicae. Probability and Statistics, Tome 23 (2003) no. 2, pp. 167-174.

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F tests that are specially powerful for selected alternatives are built for sub-normal models. In these models the observation vector is the sum of a vector that stands for what is measured with a normal error vector, both vectors being independent. The results now presented generalize the treatment given by Dias (1994) for normal fixed-effects models, and consider the testing of hypothesis on the ordering of mean values and components.
Keywords: ective F tests, sub-normal models, max-min tests, orderings 
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Nunes, Célia; Mexia, João. Selective F tests for sub-normal models. Discussiones Mathematicae. Probability and Statistics, Tome 23 (2003) no. 2, pp. 167-174. http://geodesic.mathdoc.fr/item/DMPS_2003_23_2_a4/

[1] J.T. Mexia, Controlled Heteroscedasticity, Quotient Vector Spaces and F Tests for Hypothesis on Mean Vectors, Trabalhos de Investigação, No. 1, FCT/UNL (1989).

[2] G.C. Dias, Selective F tests, Trabalhos de Investigação, No. 1. FCT/UNL (1994).

[3] C.M.P. Nunes and J.T. Mexia, Perturbations in Sub-normal Models, In Statistical Modelling- Proceedings of the 15th International Workshop on Statistical Modelling (V. Núñez-Antón, E. Ferreira, eds.), Bilbao, Spain, July 17-21, (2000), 485-488.

[4] J.T. Mexia and G.C. Dias, F Tests for generalized linear hypothesis in sub-normal models, Discussiones Mathematicae - Probability and Statistics, 21 (1) (2001), 49-62.