Hypothesis testing and parameter estimation based on \(M\)-statistics in \(k\) samples with unequal variances

DOI10.1007/BF02613609zbMath0742.62024MaRDI QIDQ1181133

S. Singh

Publication date: 27 June 1992

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/176344

zbMATH Keywords

robustness; asymptotic relative efficiency; local alternatives; preliminary test; \(M\)-estimators; asymptotic distributional risks; modified James-Stein estimation rule; unequal variances; \(M\)-tests for homogeneity of \(k\) location parameters; Behrens-Fisher's problem; positive-part shrinkage versions

Mathematics Subject Classification ID

62F12: Asymptotic properties of parametric estimators

62F35: Robustness and adaptive procedures (parametric inference)

62F05: Asymptotic properties of parametric tests

Related Items

Statistical procedures based on signed ranks in \(k\) samples with unequal variances

Cites Work

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