Optimal, robust \(R\)-estimators and test statistics in the linear model

DOI10.1016/0167-7152(92)90019-2zbMath0806.62023OpenAlexW2057144406MaRDI QIDQ1340890

Douglas P. Wiens, Yu Wang

Publication date: 12 February 1995

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(92)90019-2

zbMATH Keywords

Monte Carlo studylinear modelinfluence functionpowerasymptotic varianceminimax estimatorsbounded influenceR-estimationoptimal B-robust estimatorsminimax variancemaximin test statisticsoptimal B-robust test statistics

Mathematics Subject Classification ID

Density estimation (62G07) Nonparametric hypothesis testing (62G10) Nonparametric robustness (62G35) Robustness and adaptive procedures (parametric inference) (62F35)

Cites Work

• Unnamed Item
• On the minimax property for R-estimators of location
• Minimax properties of M-, R- and L-estimators of location in Lévy neighbourhoods
• Rank based robust analysis of linear models. I: Exposition and review. With comments and a rejoinder by the author
• Minimax-varianceL- andR-estimators of location
• Asymptotic normality ofr-estimates in the linear model
• Tests of hypotheses based on ranks in the general linear model
• Estimating Regression Coefficients by Minimizing the Dispersion of the Residuals
• A Note on Huber's Robust Estimation of a Location Parameter
• Robust Estimation of a Location Parameter
• Robust Estimates of Location: Symmetry and Asymmetric Contamination
• Nonparametric Estimate of Regression Coefficients
• Robust Statistics

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