Geodesic
Generalized F tests in models with random perturbations: the gamma case
Discussiones Mathematicae. Probability and Statistics, Tome 29 (2009) no. 2, pp. 185-197

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Generalized F tests were introduced for linear models by Michalski and Zmyślony (1996, 1999). When the observations are taken in not perfectly standardized conditions the F tests have generalized F distributions with random non-centrality parameters, see Nunes and Mexia (2006). We now study the case of nearly normal perturbations leading to Gamma distributed non-centrality parameters.
Keywords: generalized F distributions, random non-centrality parameters, Gamma distribution 
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     title = {Generalized {F} tests in models with random perturbations: the gamma case},
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Pinto Nunes, Célia; Bargão Saraiva Ferreira, Sandra; da Conceição Ferreira, Dário. Generalized F tests in models with random perturbations: the gamma case. Discussiones Mathematicae. Probability and Statistics, Tome 29 (2009) no. 2, pp. 185-197. http://geodesic.mathdoc.fr/item/DMPS_2009_29_2_a5/