Optimum robust testing in linear models

DOI10.1214/AOS/1024691091zbMath0929.62080OpenAlexW2023984598MaRDI QIDQ1807108

Christine H. Müller

Publication date: 9 November 1999

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1024691091

zbMATH Keywords

D-optimalityefficiencylinear modelsasymptotically linear estimatorsshrinking contaminationrobust testsbias of levelmost robustness

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Optimal statistical designs (62K05) Robustness and adaptive procedures (parametric inference) (62F35) Analysis of variance and covariance (ANOVA) (62J10)

Related Items (2)

Robust Wald-type tests for non-homogeneous observations based on the minimum density power divergence estimator ⋮ Robust Testing Procedures in Heteroscedastic Linear Models

Cites Work

• Robust regression based on infinitesimal neighbourhoods
• Optimum robust estimation of linear aspects in conditionally contaminated linear models
• General equivalence theory for optimum designs (approximate theory)
• Robust asymptotic statistics
• Robust tests in nonlinear regression models
• Robust Bounded-Influence Tests in Linear Models
• The Equivalence of Two Extremum Problems
• Change-of-variance sensitivities in regression analysis
• Breakdown bounds and expected test resistance
• Estimation in Linear Regression Models with Disparate Data Points
• Efficient Bounded-Influence Regression Estimation
• Bounded Influence and High Breakdown Point Testing Procedures in Linear Models
• Robust Bounded-Influence Tests in General Parametric Models
• THE MAXIMUM RESISTANCE OF TESTS
• Tests of Statistical Hypotheses Concerning Several Parameters When the Number of Observations is Large
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