Inferences on regression coefficients in a regression model under heteroscedasticity and robustness with respect to departure from normality

DOI10.1080/03610918608812491MaRDI QIDQ3750795zbMATH OpenOpenAlexFDO

Authors

Publication date 1986

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610918608812491

zbMATH Keywords

heteroscedasticityrobustnessnonnormalitydeparture from normalityMonte Carlo studiesWelch's methodTiku's robust proceduretesting the regression coefficient

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Probabilistic methods, stochastic differential equations (65C99) Robustness and adaptive procedures (parametric inference) (62F35)

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