Robust Testing Procedures in Heteroscedastic Linear Models

DOI10.1080/03610910802468666zbMath1161.62008OpenAlexW2051237249MaRDI QIDQ3616266

Jinde Wang, Jin Zhao

Publication date: 24 March 2009

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610910802468666

zbMATH Keywords

robustnesscontiguous alternativestesting proceduresheteroscedastic linear model\(M\) estimates

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Linear regression; mixed models (62J05) Parametric hypothesis testing (62F03) Point estimation (62F10) Robustness and adaptive procedures (parametric inference) (62F35) Monte Carlo methods (65C05)

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• Correcting Inhomogeneity of Variance with Power Transformation Weighting
• ASYMPTOTIC NORMALITY OF LINEAR RANK STATISTICS UNDER ALTERNATIVES
• Robust Statistics

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