Robust Bounded-Influence Tests in General Parametric Models
From MaRDI portal
Publication:4314930
DOI10.2307/2290914zbMath0804.62037OpenAlexW4229667342MaRDI QIDQ4314930
Stephane Heritier, Elvezio Ronchetti
Publication date: 1994
Full work available at URL: https://doi.org/10.2307/2290914
Fréchet differentiabilityWald testlogistic regressionlikelihood ratio testsrobust testsinfluence functionsscores testgeneral M estimatorsgeneral parametric modeloptimally bounded-influence tests
Parametric hypothesis testing (62F03) Robustness and adaptive procedures (parametric inference) (62F35)
Related Items (68)
Robust inference for generalized linear models with application to logistic regression ⋮ Robust GMM tests for structural breaks ⋮ Influence analysis of robust Wald-type tests ⋮ Testing composite null hypotheses based on \(S\)-divergences ⋮ Composite likelihood inference by nonparametric saddlepoint tests ⋮ Mallows' quasi-likelihood estimation for log-linear Poisson autoregressions ⋮ Robust bounded influence tests against one-sided hypoptheses in general parametric models ⋮ Robust confidence intervals for log-location-scale models with right censored data ⋮ Robust inference by influence functions ⋮ Robust estimators for simultaneous equations models ⋮ Saddlepoint tests for accurate and robust inference on overdispersed count data ⋮ Robust tests for linear regression models based on \(\tau\)-estimates ⋮ Robust asymptotic tests for the equality of multivariate coefficients of variation ⋮ Robust Methods for the Analysis of Income Distribution, Inequality and Poverty ⋮ Robust change detection for large-scale data streams ⋮ Dual divergence estimators and tests: robustness results ⋮ Robust small sample accurate inference in moment condition models ⋮ Robust and efficient estimation of the residual scale in linear regression ⋮ Robust polytomous logistic regression ⋮ Testing statistical hypotheses based on the density power divergence ⋮ Stable Asymptotics for M‐estimators ⋮ A Wald-type test statistic based on robust modified median estimator in logistic regression models ⋮ Robust estimation in beta regression via maximum \(\mathrm{L}_q\)-likelihood ⋮ Robust Inference and Modeling of Mean and Dispersion for Generalized Linear Models ⋮ Simple powerful robust tests based on sign depth ⋮ Normalized estimating equation for robust parameter estimation ⋮ Robust estimation of constrained covariance matrices for confirmatory factor analysis ⋮ Robust inference with binary data ⋮ Robust inference for the stress-strength reliability ⋮ Optimal rank-based tests for homogeneity of scatter ⋮ Saddlepoint approximations and tests based on multivariate \(M\)-estimates. ⋮ Variable Selection for Marginal Longitudinal Generalized Linear Models ⋮ Resampling methods for variable selection in robust regression ⋮ Hypotheses tests on the skewness parameter in a multivariate generalized hyperbolic distribution ⋮ Robust likelihood functions in Bayesian inference ⋮ A robust approach to longitudinal data analysis ⋮ Robust testing in the logistic regression model ⋮ Robust testing with generalized partial linear models for longitudinal data ⋮ On the robustness of mixture index of fit ⋮ Robust inference with GMM estimators ⋮ Robust inference for finite Poisson mixtures ⋮ Robust binary regression with continuous outcomes ⋮ Quasi-likelihood from \(M\)-estimators: a numerical comparison with empirical likelihood ⋮ Robust inference for nonlinear regression models ⋮ Default prior distributions from quasi- and quasi-profile likelihoods ⋮ The effect of nonnormality on near‐replicate lack‐of‐fit tests ⋮ Minimum Scoring Rule Inference ⋮ Robust Wald-type tests for non-homogeneous observations based on the minimum density power divergence estimator ⋮ A robust adaptive-to-model enhancement test for parametric single-index models ⋮ An RKHS framework for functional data analysis ⋮ Robust Alternatives to the F‐Test in Mixed Linear Models Based on MM‐Estimates ⋮ Robust Testing Procedures in Heteroscedastic Linear Models ⋮ Robust tests in generalized linear models with missing responses ⋮ Doubly robust-type estimation for covariate adjustment in latent variable modeling ⋮ Robust subsampling ⋮ Optimum robust testing in linear models ⋮ Higher‐order asymptotics under model misspecification ⋮ Weighted Wilcoxon‐Type Smoothly Clipped Absolute Deviation Method ⋮ Robust density power divergence based tests in multivariate analysis: a comparative overview of different approaches ⋮ Bounded estimation in the presence of nuisance parameters ⋮ Privacy-Preserving Parametric Inference: A Case for Robust Statistics ⋮ Applied regression analysis bibliography update 1994-97 ⋮ Saddlepoint tests for quantile regression ⋮ Robust estimation of extremes ⋮ Studentized robust statistics in multivariate randomized block design ⋮ Multivariate Saddlepoint test for the wrapped normal model ⋮ On the robustness of a divergence based test of simple statistical hypotheses ⋮ Discussion of: ``The power of monitoring: how to make the most of a contaminated multivariate sample
This page was built for publication: Robust Bounded-Influence Tests in General Parametric Models