Approximate Power Functions for Some Robust Tests of Regression Coefficients (Q3792088): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Approximate Power Functions for Some Robust Tests of Regression Coefficients |
scientific article |
Statements
Approximate Power Functions for Some Robust Tests of Regression Coefficients (English)
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1988
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robust tests
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local alternatives
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deficiency
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autocorrelation
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heteroscedasticity
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error covariance matrix
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low dimension
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generalized least squares
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high dimension
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ordinary least squares slope coefficients
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robust estimate
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ratios of estimated slope coefficients to their estimated standard errors
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Edgeworth approximations
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asymptotic critical values
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approximate local power functions
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size-adjusted tests
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