Hypothesis testing and parameter estimation based on \(M\)-statistics in \(k\) samples with unequal variances

DOI10.1007/BF02613609zbMath0742.62024MaRDI QIDQ1181133

S. Singh

Publication date: 27 June 1992

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/176344

zbMATH Keywords

robustnessasymptotic relative efficiencylocal alternativespreliminary test\(M\)-estimatorsasymptotic distributional risksmodified James-Stein estimation ruleunequal variances\(M\)-tests for homogeneity of \(k\) location parametersBehrens-Fisher's problempositive-part shrinkage versions

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Robustness and adaptive procedures (parametric inference) (62F35) Asymptotic properties of parametric tests (62F05)

Related Items (2)

Statistical procedures based on signed ranks in \(k\) samples with unequal variances ⋮ Robustness and power of parametric, nonparametric, robustified and adaptive tests -- the multi-sample location problem

Cites Work

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• M-tests in multivariate models
• M-methods in multivariate linear models
• On preliminary test and shrinkage M-estimation in linear models
• Asymptotic equivalence of statistical inference based on aligned ranks and on within-block ranks
• A class of nonparametric tests for location and scale parameters
• Robust Estimation of a Location Parameter
• Asymptotic Linearity of a Rank Statistic in Regression Parameter
• Non-Optimality of Preliminary-Test Estimators for the Mean of a Multivariate Normal Distribution

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