Robust inference in contingency tables. I

DOI10.1080/03461238.1985.10413788zbMath0612.62082OpenAlexW4244468724MaRDI QIDQ3753311

Harald Goldstein

Publication date: 1985

Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03461238.1985.10413788

zbMATH Keywords

smoothinggoodness-of-fitasymptotic distribution theorymodel simplificationmultiple comparisons of the Scheffe- and Bonferroni typesrobust chi-square statisticstatistical inference for contingency tables

Mathematics Subject Classification ID

Robustness and adaptive procedures (parametric inference) (62F35) Contingency tables (62H17)

Related Items (1)

Multiple comparison and the likelihood ratio testing

Cites Work

• Analysis of Categorical Data by Linear Models
• Using Least Squares to Approximate Unknown Regression Functions
• Linear Statistical Inference and its Applications
• Linear and non-linear multiple comparisons in logit analysis
• Maximum Likelihood and Minimum | chi 2 Estimates of the Logistic Function
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