Robust Wald-Type Tests of One-Sided Hypotheses in the Linear Model
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Publication:4031136
DOI10.2307/2290464zbMath0782.62036OpenAlexW4249766657MaRDI QIDQ4031136
Publication date: 1 April 1993
Full work available at URL: http://www.lib.ncsu.edu/resolver/1840.4/3650
linear modelleast squaressimulation studyinequality constraintsPitman asymptotic efficiencyrobust estimatorasymptotic covariancecomposite hypothesisasymptotic null distributionhigh breakdown point estimatorasymmetric error distributionsbounded influence estimators\(M\) estimatorlong-tailed error distributionspower robustnessR estimatorrobust Wald-type tests
Parametric hypothesis testing (62F03) Point estimation (62F10) Robustness and adaptive procedures (parametric inference) (62F35)
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