scientific article; zbMATH DE number 19006

MaRDI QIDQ3976431zbMATH OpenFDO

Authors Marianthi Markatou, Werner A. Stahel, Elvezio Ronchetti

Publication date 26 June 1992

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)

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(16)

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• Robust Testing Procedures in Heteroscedastic Linear Models
• Influence analysis of robust Wald-type tests
• Robust tests for linear regression models based on \(\tau\)-estimates
• Robust estimators for simultaneous equations models
• M-tests in multivariate models
• Estimating the \(p\)-values of robust tests for the linear model
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• Robust inference by influence functions
• On the diversity of estimates.
• Optimum robust testing in linear models
• Simple powerful robust tests based on sign depth
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• Fast and robust bootstrap

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