MANOVA type tests under a convex discrepancy function for the standard multivariate linear model

DOI10.1016/0378-3758(93)90103-DzbMath0772.62030MaRDI QIDQ2368342

Zhi-Dong Bai, C. Radhakrishna Rao, Lin Cheng Zhao

Publication date: 24 August 1993

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

zbMATH Keywords

convex function; \(M\)-estimation; MANOVA; testing linear hypotheses; least squares techniques; consistent estimates of nuisance parameters; Rao's score type statistic; roots of determinantal equations; standard multivariate linear model; Wald type statistic

Mathematics Subject Classification ID

62H10: Multivariate distribution of statistics

62E20: Asymptotic distribution theory in statistics

62H15: Hypothesis testing in multivariate analysis

Related Items

Some contributions to M-estimation in linear models, A brief biography and appreciation of Calyampudi Radhakrishna Rao, with a bibliography of his books and papers, Approximation by random weighting method for M-test in linear models

Cites Work

• Asymptotic normality of minimum \(L_ 1\)-norm estimates in linear models
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• Asymptotic relations between the likelihood estimating function and the maximum likelihood estimator
• Asymptotic theory of least distances estimate in multivariate linear models
• Asymptotic normality ofr-estimates in the linear model
• Robust analysis of variance based upon a likelihood ratio criterion
• TESTS OF SIGNIFICANCE IN MULTIVARIATE ANALYSIS
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