Applications of the asymmetric eigenvalue problem techniques to robust testing

DOI10.1016/0378-3758(92)90040-YzbMath0747.62044OpenAlexW2031333642MaRDI QIDQ1193799

Marianthi Markatou, Thomas P. Hettmansperger

Publication date: 27 September 1992

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0378-3758(92)90040-y

zbMATH Keywords

perturbation theoryeigenvaluespower series expansions\(p\)-valuesrobust testingasymmetric eigenvalue problemaverage eigenvalueGerschgorin type theoremshigh leverage caseslinear elementary divisorstau-test

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic distribution theory in statistics (62E20) Nonparametric robustness (62G35) Linear regression; mixed models (62J05) Eigenvalues, singular values, and eigenvectors (15A18)

Cites Work

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• Block diagonally dominant matrices and generalizations of the Gerschgorin circle theorem
• Robust regression: Asymptotics, conjectures and Monte Carlo
• Distribution of Quadratic Forms and Some Applications
• Robust analysis of variance based upon a likelihood ratio criterion
• Asymptotic behavior of general M-estimates for regression and scale with random carriers
• Modern trends in the theory of robustness²
• Computing the distribution of quadratic forms in normal variables
• Perturbation bounds for means of eigenvalues and invariant subspaces

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