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Robust tests of inequality constraints and one-sided hypotheses in the linear model - MaRDI portal

Robust tests of inequality constraints and one-sided hypotheses in the linear model (Q4015822)

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Robust tests of inequality constraints and one-sided hypotheses in the linear model
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    Robust tests of inequality constraints and one-sided hypotheses in the linear model (English)
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    7 December 1992
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    robust tests of inequality constraints
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    one-sided hypotheses
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    asymmetric error
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    chi-bar squared distribution
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    composite hypothesis
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    likelihood ratio type test
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    R-estimator
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    long-tailed error distributions
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    F- statistic
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    Pitman asymptotic efficiency
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    M-estimator
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    least squares estimator
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