Optimal, robust \(R\)-estimators and test statistics in the linear model

DOI10.1016/0167-7152(92)90019-2zbMath0806.62023MaRDI QIDQ1340890

Douglas P. Wiens, Yu Wang

Publication date: 12 February 1995

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(92)90019-2

zbMATH Keywords

Monte Carlo study; linear model; influence function; power; asymptotic variance; minimax estimators; bounded influence; R-estimation; optimal B-robust estimators; minimax variance; maximin test statistics; optimal B-robust test statistics

Mathematics Subject Classification ID

62G07: Density estimation

62G10: Nonparametric hypothesis testing

62G35: Nonparametric robustness

62F35: Robustness and adaptive procedures (parametric inference)

Cites Work

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