Estimating the \(p\)-values of robust tests for the linear model

DOI10.1016/j.jspi.2003.09.033zbMath1123.62050OpenAlexW2068829763MaRDI QIDQ1765768

Matías Salibián Barrera

Publication date: 23 February 2005

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

Full work available at URL: https://doi.org/10.1016/j.jspi.2003.09.033

zbMATH Keywords

Wald testRobust inferenceRobust regressionBootstrapScores test

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Asymptotic distribution theory in statistics (62E20) Linear regression; mixed models (62J05) Parametric hypothesis testing (62F03) Robustness and adaptive procedures (parametric inference) (62F35) Bootstrap, jackknife and other resampling methods (62F40)

Related Items (4)

Robust tests for linear regression models based on \(\tau\)-estimates ⋮ Robust inference for seemingly unrelated regression models ⋮ Inference for robust canonical variate analysis ⋮ Fast and robust bootstrap

Uses Software

• alr3
• bootlib

Cites Work

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