Estimation and testing procedures for non-normal samples: an introduction and a bibliography
DOI10.1080/03610928908830057zbMATH Open0696.62095OpenAlexW2018142027MaRDI QIDQ3473073FDOQ3473073
Authors: R. A. Singhal, C. B. Tiwari, Hardeo Sahai, Satish Chandra Misra 
Publication date: 1989
Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610928908830057
robustasymptoticestimationtestingrandomapproximationtransformationnon-parametricF- testStudent's tnonnormalsample
Parametric hypothesis testing (62F03) Point estimation (62F10) Robustness and adaptive procedures (parametric inference) (62F35)
Cites Work
- Tobit models: A survey
- Edgeworth corrected pivotal statistics and the bootstrap
- Differential geometry of Edgeworth expansions in curved exponential family
- An Investigation of the Robustness of the Tobit Estimator to Non-Normality
- Prediction in regression with autocorrelated normal and non-normal errors
- The estimation of residual variance in quadratically balanced least-squares problems and the robustness of the F-test
- Asymptotically robust tests in unbalanced variance component models
- On some robust properties of estimates of regression based on rank tests
- A note on the Edgeworth expansion for the Kendall rank correlation coefficient
- Transformation of Non-Normal Frequency Distributions Into Normal Distributions
- The robustness of the covariance analysis of a one-way classification
- Small Sample Power of the One Sample Wilcoxon Test for Non-Normal Shift Alternatives
- The Relation Between the Means and Variances, Means Squared and Variances in Samples from Combinations of Normal Populations
- Distribution of the Means Divided By the Standard Deviations of Samples From Non-Homogeneous Populations
- Robustness to Non-Normality of Tests for Sensitivity in Similar Experiments
- Note on the Distributions of the Standard Deviations and Second Moments of Samples From a Gram-Charlier Population
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