Robustness of MML estimators based on censored samples and robust test statistics

DOI10.1016/0378-3758(80)90002-6zbMath0441.62035OpenAlexW1972974702WikidataQ127846623 ScholiaQ127846623MaRDI QIDQ1143093

Moti L. Tiku

Publication date: 1980

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(80)90002-6

zbMATH Keywords

outliersrobust estimationrobust testscensored samplesTiku modified maximum likelihood estimators

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Point estimation (62F10) Robustness and adaptive procedures (parametric inference) (62F35)

Related Items (48)

Multiple Linear Regression Model Under Nonnormality ⋮ Usefulness of robust estimators in sample survey ⋮ Relations for order statistics from non-identical logistic random variables and assessment of the effect of multiple outliers on the bias of linear estimators ⋮ Testing the equality of variance-covariance matrices the robust way ⋮ NONNORMAL REGRESSION. II. SYMMETRIC DISTRIBUTIONS ⋮ ANALYSIS OF VARIANCE IN EXPERIMENTAL DESIGN WITH NONNORMAL ERROR DISTRIBUTIONS ⋮ THE GENERALIZED SECANT HYPERBOLIC DISTRIBUTION AND ITS PROPERTIES ⋮ Robust estimation and hypothesis testing under short-tailedness and inliers ⋮ Error Rates of a Robust Classification Procedure Based on Dichotomous and Continuous Random Variables ⋮ Means, variances and covariances of order statistics blue's for the type i generalized logistic ⋮ Recurrence relations mid identities for moments of order statistics, i: arbitrary continuous distribution ⋮ Generalization of the robust bivariate t²statistic to multivariate populations ⋮ A robust procedure for testing the equality of mean vectors of two bivariate populations with unequal covariance matrices ⋮ Some robust procedures for comparing several straight lines under heteroscedasticity and non-normality ⋮ Robust classification procedures based on the mml estimators ⋮ Some robust anova procedures under heteroscedasticity and nonnormality ⋮ A comparative study of various tests for the equality of two opulation variances ⋮ Robust ratio and product based estimators using known auxiliary information through modified maximum likelihood ⋮ Bayesian approach to robust procedures based on censored samples ⋮ Robust estimation in multiple linear regression model with non-Gaussian noise ⋮ Robust hotelling-type T²statistics based on the modified maximum likelihood estimators ⋮ Bayesian approach to robust comparison of two means based on asymmetric type-II censored samples ⋮ Bayesian Inference Based on Robust Priors and MML Estimators: Part I, Symmetric Location-Scale Distributions ⋮ Bayesian Insight into a Robust Test for Linear Contrast Based on Asymmetric Censored Samples ⋮ Bayesian Insight Into a Robust Two-sample t-Test Based on Asymmetric Censored Samples ⋮ Analysis of variance and linear contrasts in experimental design with generalized secant hyperbolic distribution ⋮ Modified maximum likelihood estimation for the bivariate normal ⋮ Mahalanobis distance under non-normality ⋮ Robust statistics for testing mean vectors of multivariate distributions ⋮ A robust method of estimation based on the MML estimators for a simple linear regression model ⋮ Robust tests for equality of two population means under the normal model ⋮ Estimation and hypothesis testing in BIB design and robustness ⋮ Estimation and hypothesis testing for a nonnormal bivariate distribution with applications ⋮ Exact efficiencies of some robust estimators in sample survey ⋮ MMLEs are as good as M-estimators or better ⋮ How robust are tests for two independent samples? ⋮ Robust classification procedures based on dichotomous and continuous variables ⋮ Autoregressive models with short-tailed symmetric distributions ⋮ Short-tailed distributions and inliers ⋮ Confidence intervals for the difference between two means ⋮ Bayesian insight into tiku’s robust procedures based on asymmetric censored samples ⋮ Robust test for means when population variances are unequal ⋮ Estimation and hypothesis testing for a new family of bivariate nonnormal distributions ⋮ Estimating parameters in autoregressive models in non-normal situations: symmetric innovations ⋮ On the robust rank analysis of linear models with nonsymmetric error distributions ⋮ Robust multivariate classification procedures based on the mml estimators ⋮ Modified maximum likelihood method for the robust estimation of system parameters from very noisy data ⋮ Robust multiple comparisons

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