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

zbMATH Open1174.62331MaRDI QIDQ5320113FDOQ5320113

Authors: Xiaoyan Wu, Yaning Yang, Lincheng Zhao 

Publication date: 22 July 2009

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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)

Cited In (5)

• Obtaining similar null distributions in the normal linear model using computational methods
• Title not available (Why is that?)
• Random weighting \(M\)-estimation for linear errors-in-variables models
• 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

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