M-methods in multivariate linear models

DOI10.1016/0047-259X(85)90077-6zbMath0579.62026WikidataQ57588165 ScholiaQ57588165MaRDI QIDQ1067330

Pranab Kumar Sen, Julio da Motta Singer

Publication date: 1985

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

zbMATH Keywords

robustnessmultivariate linear modelinfluence functionsbreakdown pointscoordinatewise M-estimatorsJureckova (asymptotic) linearityM-tests of linear hypothesesMaronna-type M-estimators

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Asymptotic distribution theory in statistics (62E20) Linear regression; mixed models (62J05) Hypothesis testing in multivariate analysis (62H15) Robustness and adaptive procedures (parametric inference) (62F35)

Related Items

M-methods in growth curve analysis, MANOVA type tests under a convex discrepancy function for the standard multivariate linear model, Isotonic M-estimation of location: Union-intersection principle and preliminary test versions, Improved robust ridge M-estimation, M-tests in multivariate models, Hypothesis testing and parameter estimation based on \(M\)-statistics in \(k\) samples with unequal variances, On M-methods in growth curve analysis with asymmetric errors, Robust Regression for Clustered Data with Application to Binary Responses, Multiple Comparisons Based on StudentizedM-Statistics in a Randomized Block Design, A Robust Procedure in Nonlinear Models for Repeated Measurements, Some contributions to M-estimation in linear models, Resistant fits for regression with correlated outcomes an estimating equations approach, Robust nonparametrics in mixed-MANOCOVA models, Studentized robust statistics in multivariate randomized block design, Studentized robust statistics for, main effects in a two-factor manova

Cites Work

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• Sequential procedures based on M-estimators with discontinuous score functions
• Robust m-estimators of multivariate location and scatter
• Asymptotic relations of M-estimates and R-estimates in linear regression model
• Hajek-Sidak approach to the asymptotic distribution of multivariate rank order statistics
• SimultaneousM-estimator of the common location and the scale-ratio in the two-sample problem
• Asymptotically Most Powerful Rank-Order Tests
• Robust Statistics