Robust analysis of variance based upon a likelihood ratio criterion
From MaRDI portal
Publication:3857570
DOI10.1093/biomet/67.1.93zbMath0423.62030MaRDI QIDQ3857570
Thomas P. Hettmansperger, Ronald M. Schrader
Publication date: 1980
Published in: Biometrika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1093/biomet/67.1.93
linear model; asymptotic relative efficiency; robust estimation; M-estimate; linear hypothesis; power comparison; robust analysis of variance; likelihood ratio type tests
62J05: Linear regression; mixed models
62F03: Parametric hypothesis testing
62F35: Robustness and adaptive procedures (parametric inference)
62J10: Analysis of variance and covariance (ANOVA)
Related Items
Nonparametric alternatives to the f statistic in analysis of variance, Robust Estimating Functions and Bias Correction for Longitudinal Data Analysis, Aligned rank tests for the linear model with heteroscedastic errors, An effective selection of regression variables when the error distribution is incorrectly specified, Weak convergence of bounded influence regression estimates with applications to repeated significance testing, Applications of the asymmetric eigenvalue problem techniques to robust testing, Robust tests in group sequential analysis: One- and two-sided hypotheses in the linear model, Robust measures of association in the correlation model, Robust multiple confidence intervals for contrasts, Some contributions to M-estimation in linear models, Robust tests in nonlinear regression models, Robust confidence intervals for contrasts based upon a likelihood ratio test, Robustness to nonnormality of regression \(F\)-tests, MANOVA type tests under a convex discrepancy function for the standard multivariate linear model, Robust analysis of variance for a randomized block design, Change-of-variance sensitivities in regression analysis, Risk comparison of some shrinkage M-estimators in linear models, Some robust anova procedures under heteroscedasticity and nonnormality, Comparing Biweight Measures of Location in the Two-Sample Problem
