Nonparametric tests for multi-parameter M-estimators

DOI10.1016/J.JMVA.2017.04.004MaRDI QIDQ2359679zbMATH OpenOpenAlexFDO

Authors John Kolassa, John Robinson

Publication date 22 June 2017

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jmva.2017.04.004

zbMATH Keywords

empirical saddlepointgeneralized linear modelsmulti-parameter \(M\)-estimatornonlinear regressionnonparametric testregressiontilted bootstrap

Mathematics Subject Classification ID

Approximations to statistical distributions (nonasymptotic) (62E17) Nonparametric statistical resampling methods (62G09) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20)

Recommendations

• Saddlepoint approximations and tests based on multivariate M-estimates.
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• Multivariate tests based on empirical saddlepoint approximations
• M-estimation in linear models under nonstandard conditions.
• Generalised bootstrap in non-regular M-estimation problems

Cites work

• Fully symmetric interpolatory rules for multiple integrals over hyper-spherical surfaces
• scientific article; zbMATH DE number 3504208 (Why is no real title available?)
• Nonparametric Confidence Limits by Resampling Methods and Least Favorable Families
• On approximating probabilities for small and large deviations in \(R^{d1}\)
• Robust and accurate inference for generalized linear models
• Robust Inference for Generalized Linear Models
• Saddlepoint approximations and tests based on multivariate M-estimates.
• Saddlepoint approximations for likelihood ratio like statistics with applications to permutation tests
• Saddlepoint approximations for multivariate \(M\)-estimates with applications to bootstrap accuracy
• The density of multivariate \(M\)-estimates.

Cited in

(4)

• Saddlepoint approximations and tests based on multivariate M-estimates.
• On nonparametric tests of multivariate meta-ellipticity
• scientific article; zbMATH DE number 5002320 (Why is no real title available?)
• Rao's score test with nonparametric density estimators

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