Tests of hypotheses about regression parameters when using a robust estimator

DOI10.1080/03610929908832415MaRDI QIDQ4269493zbMATH OpenOpenAlexFDO

Authors Rand R. Wilcox, Jan Muska

Publication date 7 May 2000

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

Full work available at URL https://doi.org/10.1080/03610929908832415

zbMATH Keywords

biweight midregressionbootstrapheteroscedasticityM-estimatorsmultiple comparisonsrobust methodsTheil-Sen estimator

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Robustness and adaptive procedures (parametric inference) (62F35) Bootstrap, jackknife and other resampling methods (62F40) Linear regression; mixed models (62J05)

Recommendations

• Testing Hypotheses about Regression Parameters, When the Error Term Is Heteroscedastic
• Robust tests of inequality constraints and one-sided hypotheses in the linear model
• ROBUST TEST BASED ON NONLINEAR REGRESSION QUANTILE ESTIMATORS

Cites work

• Edgeworth corrected pivotal statistics and the bootstrap
• scientific article; zbMATH DE number 4078473 (Why is no real title available?)
• scientific article; zbMATH DE number 708500 (Why is no real title available?)
• scientific article; zbMATH DE number 1131925 (Why is no real title available?)
• Inference on means using the bootstrap
• On the bootstrap and confidence intervals
• On the number of bootstrap simulations required to construct a confidence interval
• Robust Statistics

Cited in

(9)

• Robust tests for linear regression models based on \(\tau\)-estimates
• Robust inference via multiplier bootstrap
• Increasing the power of the test through pre-test -- a robust method
• scientific article; zbMATH DE number 5147268 (Why is no real title available?)
• scientific article; zbMATH DE number 4143273 (Why is no real title available?)
• Approximate Power Functions for Some Robust Tests of Regression Coefficients
• Testing Hypotheses about Regression Parameters, When the Error Term Is Heteroscedastic
• A robust test for the parallelism of two regression lines
• Robust regression: testing global hypotheses about the slopes when there is multicollinearity or heteroscedasticity

This page was built for publication: Tests of hypotheses about regression parameters when using a robust estimator

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4269493)