scientific article; zbMATH DE number 19006

zbMATH Open0735.62035MaRDI QIDQ3976431FDOQ3976431

Authors: Marianthi Markatou, Werner A. Stahel, Elvezio Ronchetti 

Publication date: 26 June 1992

Title of this publication is not available (Why is that?)

Recommendations

• Robust Testing Procedures in Heteroscedastic Linear Models
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• Robust Wald-Type Tests of One-Sided Hypotheses in the Linear Model

zbMATH Keywords

linear modelasymptotic powerWald testinfluence functionMonte Carlo resultssmall sample behaviouraffine equivariance propertyscores testrobust testing proceduresbreakdown analysis\(M\)- estimatorsdrop-in-dispersion testsnonrobust estimatorsoptimal robust testsstandardization matrices

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Asymptotic properties of parametric tests (62F05) Robustness and adaptive procedures (parametric inference) (62F35)

Cited In (16)

• Fast and robust bootstrap
• Robust Bounded-Influence Tests in Linear Models
• Influence analysis of robust Wald-type tests
• Title not available (Why is that?)
• Title not available (Why is that?)
• On the diversity of estimates.
• Title not available (Why is that?)
• On the robustness of mixture index of fit
• Robust tests for linear regression models based on \(\tau\)-estimates
• Robust inference by influence functions
• Simple powerful robust tests based on sign depth
• Optimum robust testing in linear models
• Estimating the \(p\)-values of robust tests for the linear model
• M-tests in multivariate models
• Robust estimators for simultaneous equations models
• Robust Testing Procedures in Heteroscedastic Linear Models

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