Applications of the asymmetric eigenvalue problem techniques to robust testing

DOI10.1016/0378-3758(92)90040-YMaRDI QIDQ1193799zbMATH OpenOpenAlexFDO

Authors Marianthi Markatou, Thomas P. Hettmansperger

Publication date 27 September 1992

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

Full work available at URL https://doi.org/10.1016/0378-3758(92)90040-y

zbMATH Keywords

\(p\)-valuesasymmetric eigenvalue problemaverage eigenvalueeigenvaluesGerschgorin type theoremshigh leverage caseslinear elementary divisorsperturbation theorypower series expansionsrobust testingtau-test

Mathematics Subject Classification ID

Eigenvalues, singular values, and eigenvectors (15A18) Asymptotic distribution theory in statistics (62E20) Nonparametric hypothesis testing (62G10) Nonparametric robustness (62G35) Linear regression; mixed models (62J05)

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Cites work

• Asymptotic behavior of general M-estimates for regression and scale with random carriers
• Block diagonally dominant matrices and generalizations of the Gerschgorin circle theorem
• Computing the distribution of quadratic forms in normal variables
• Distribution of Quadratic Forms and Some Applications
• scientific article; zbMATH DE number 3954047 (Why is no real title available?)
• scientific article; zbMATH DE number 3753890 (Why is no real title available?)
• scientific article; zbMATH DE number 3789670 (Why is no real title available?)
• Modern trends in the theory of robustness²
• Perturbation bounds for means of eigenvalues and invariant subspaces
• Robust analysis of variance based upon a likelihood ratio criterion
• Robust regression: Asymptotics, conjectures and Monte Carlo

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