P. C. B. Phillips, “The True Characteristic Function of the F Distribution,” Biometrika, Vol. 69, No. 1, 1982, pp. 261-264.
has been cited by the following article:
TITLE: Some Exact Results for an Asset Pricing Test Based on the Average F Distribution
AUTHORS: Soosung Hwang, Stephen E. Satchell
KEYWORDS: Average F distribution; Asset Pricing
JOURNAL NAME: Theoretical Economics Letters, Vol.2 No.5, December 21, 2012
ABSTRACT: We provide some exact results for an asset pricing theory test statistic based on the average F distribution. This test is preferred to existing procedures because it deals with the case of more assets than data points. The case mentioned is the practical one that asset managers routinely have to consider.