Robust Bounded-Influence Tests in Linear Models

DOI10.2307/2289543zbMath0712.62029OpenAlexW4251798499MaRDI QIDQ3197129

Marianthi Markatou, Thomas P. Hettmansperger

Publication date: 1990

Full work available at URL: https://doi.org/10.2307/2289543

zbMATH Keywords

robustnessquadratic forminfluence functioncontiguous alternativesgeneral linear modelsnoncentral chi squaretesting subhypothesesaligned generalized M testcentral chi squaregeneralized M estimatorsrandom carrierstau test

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Linear inference, regression (62J99) Robustness and adaptive procedures (parametric inference) (62F35)

Related Items (10)

A note on the computation of robust, bounded influence estimates and test statistics in regression ⋮ Robust inference by influence functions ⋮ Robust tests for linear regression models based on \(\tau\)-estimates ⋮ High-breakdown robust multivariate methods ⋮ Uniform asymptotics for S- and MM-regression estimators ⋮ Estimating the \(p\)-values of robust tests for the linear model ⋮ A robust adaptive-to-model enhancement test for parametric single-index models ⋮ Robust Testing Procedures in Heteroscedastic Linear Models ⋮ Optimum robust testing in linear models ⋮ Applied regression analysis bibliography update 1990-91

This page was built for publication: Robust Bounded-Influence Tests in Linear Models