Hypothesis testing and parameter estimation based on \(M\)-statistics in \(k\) samples with unequal variances
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Publication:1181133
DOI10.1007/BF02613609zbMath0742.62024MaRDI QIDQ1181133
Publication date: 27 June 1992
Published in: Metrika (Search for Journal in Brave)
Full work available at URL: https://eudml.org/doc/176344
robustness; asymptotic relative efficiency; local alternatives; preliminary test; \(M\)-estimators; asymptotic distributional risks; modified James-Stein estimation rule; unequal variances; \(M\)-tests for homogeneity of \(k\) location parameters; Behrens-Fisher's problem; positive-part shrinkage versions
62F12: Asymptotic properties of parametric estimators
62F35: Robustness and adaptive procedures (parametric inference)
62F05: Asymptotic properties of parametric tests
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