Testing for Inequality Constraints in Singular Models by Trimming or Winsorizing the Variance Matrix

DOI10.1080/01621459.2017.1301258zbMath1398.62070OpenAlexW2599057188WikidataQ100947219 ScholiaQ100947219MaRDI QIDQ4962455

Shyamal D. Peddada, Ori Davidov, Casey M. Jelsema

Publication date: 2 November 2018

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7577112

zbMATH Keywords

generalized inverseMoore-Penrose inverse(nearly) singular variance matrixconstrained and ordered inferencemodified likelihood ratio test (mlrt)

Mathematics Subject Classification ID

Applications of statistics to biology and medical sciences; meta analysis (62P10) Hypothesis testing in multivariate analysis (62H15) Parametric inference under constraints (62F30)

Related Items

Bayesian linear models for cardinal paired comparison data

Uses Software

• KernSmooth
• ORIOGEN

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• On asymptotically optimal confidence regions and tests for high-dimensional models
• Monte Carlo tests with nuisance parameters: a general approach to finite-sample inference and nonstandard asymptotics
• Statistical significance in high-dimensional linear models
• Generalization of the order-restricted information criterion for multivariate normal linear models
• Stochastic orders
• A note on generalized Wald's method
• A pivoting algorithm for convex hulls and vertex enumeration of arrangements and polyhedra
• Inversion error, condition number, and approximate inverses of uncertain matrices
• Modified Wald tests under nonregular conditions
• Equality and inequality constrained multivariate linear models: objective model selection using constrained posterior priors
• Constrained Statistical Inference
• Simplified Estimation from Censored Normal Samples
• The Future of Data Analysis
• SHRINKAGE ESTIMATION FOR NEARLY SINGULAR DESIGNS
• Generalized Inverses, Wald's Method, and the Construction of Chi-Squared Tests of Fit
• Optimal Tests when a Nuisance Parameter is Present Only Under the Alternative
• On the Asymptotic Properties of LDU-Based Tests of the Rank of a Matrix
• Estimating False Discovery Proportion Under Arbitrary Covariance Dependence
• Robust Statistics