On the power of robust tests in analysis of covariance

DOI10.1080/03610918308812309zbMath0512.62047OpenAlexW1996182733MaRDI QIDQ3657223

Jeffrey B. Birch

Publication date: 1983

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

Full work available at URL: https://doi.org/10.1080/03610918308812309

zbMATH Keywords

robust testsgeneral linear modelanalysis of covariancetest for parallelismpower comparisonsiterated reweighted least squaresM estimatorF-like testst-like teststest for adjusted means

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Robustness and adaptive procedures (parametric inference) (62F35) Monte Carlo methods (65C05) Analysis of variance and covariance (ANOVA) (62J10)

Cites Work

• Unnamed Item
• Robust regression: Asymptotics, conjectures and Monte Carlo
• Effects of the starting value and stopping rule on robust estimates obtained by iterated weighted least squares
• CONFIDENCE INTERVALS FOR ROBUST ESTIMATES OF THE FIRST ORDER AUTOREGRESSIVE PARAMETER
• Robust analysis of variance
• Robust regression using iteratively reweighted least-squares
• Robust Estimation of the First-Order Autoregressive Parameter
• Robust Statistics

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