Nonparametric tests for multi-parameter \(M\)-estimators

DOI10.1016/j.jmva.2017.04.004zbMath1368.62108MaRDI QIDQ2359679

John E. 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

nonlinear regression; regression; empirical saddlepoint; generalized linear models; nonparametric test; tilted bootstrap; multi-parameter \(M\)-estimator

Mathematics Subject Classification ID

62G10: Nonparametric hypothesis testing

62G20: Asymptotic properties of nonparametric inference

62G09: Nonparametric statistical resampling methods

62E17: Approximations to statistical distributions (nonasymptotic)

Uses Software

• PATSYM

Cites Work

• Unnamed Item
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• Robust and accurate inference for generalized linear models
• On approximating probabilities for small and large deviations in \(R^{d1}\)
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• Fully symmetric interpolatory rules for multiple integrals over hyper-spherical surfaces
• Saddlepoint approximations and tests based on multivariate \(M\)-estimates.
• The density of multivariate \(M\)-estimates.
• Nonparametric Confidence Limits by Resampling Methods and Least Favorable Families
• Robust Inference for Generalized Linear Models