A robust procedure in nonlinear models for repeated measurements

DOI10.1080/03610920802074836zbMATH Open1292.62102OpenAlexW2043759936MaRDI QIDQ5495091FDOQ5495091

Authors: Antonio I. Sanhueza, Pranab K. Sen, Víctor Leiva 

Publication date: 30 July 2014

Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10533/133158

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zbMATH Keywords

consistencyM-estimatorsnormalityuniform asymptotic linearityM-testsWald-type tests

Mathematics Subject Classification ID

Nonparametric robustness (62G35) General nonlinear regression (62J02)

Cites Work

• Robust Statistics
• Robust m-estimators of multivariate location and scatter
• Title not available (Why is that?)
• Title not available (Why is that?)
• Application of the Four-Parameter Logistic Model to Bioassay: Comparison with Slope Ratio and Parallel Line Models
• M-methods in multivariate linear models

Cited In (6)

• Log‐symmetric quantile regression models
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• Statistical inference in nonlinear regression under heteroscedasticity
• A note on the Royle-Nichols model for repeated detection-nondetection data
• Matrix differential calculus with applications in the multivariate linear model and its diagnostics
• Robust \(M\)-procedures in univariate nonlinear regression models

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