Approximating null distribution of the M-test statistics in linear models

MaRDI QIDQ5320113zbMATH OpenFDO

Authors Xiaoyan Wu, Yaning Yang, Lincheng Zhao

Publication date 22 July 2009

zbMATH Keywords

local alternativesrandom weightingM-method

Mathematics Subject Classification ID

Point estimation (62F10) Linear regression; mixed models (62J05) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of parametric tests (62F05)

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(5)

• The \(p\) value line: a way to choose the tuning constant in tests based on the Huber M-estimator
• Approximation by random weighting method for M-test in linear models
• Obtaining similar null distributions in the normal linear model using computational methods
• Random weighting \(M\)-estimation for linear errors-in-variables models
• scientific article; zbMATH DE number 147970 (Why is no real title available?)

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