Robust multiple comparisons

DOI10.1080/03610928208828410zbMath0496.62062OpenAlexW1975477753MaRDI QIDQ3959989

Charles W. Dunnett

Publication date: 1982

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610928208828410

zbMATH Keywords

comparisonmodified maximum likelihoodtrimmingT-methodvariance estimatesrank sum testrobust estimators of locationrobust multiple comparisonsbisquare estimatorHampel estimatorwave estimator

Mathematics Subject Classification ID

Robustness and adaptive procedures (parametric inference) (62F35) Monte Carlo methods (65C05) Paired and multiple comparisons; multiple testing (62J15)

Related Items (14)

Multiple Linear Regression Model Under Nonnormality ⋮ NONNORMAL REGRESSION. II. SYMMETRIC DISTRIBUTIONS ⋮ ANALYSIS OF VARIANCE IN EXPERIMENTAL DESIGN WITH NONNORMAL ERROR DISTRIBUTIONS ⋮ Robust estimation and hypothesis testing under short-tailedness and inliers ⋮ Time series AR(1) model for short-tailed distributions ⋮ Comparing variances and means when distributions have non-identical shapes ⋮ A review of robustness of selection procedures ⋮ Robust pairwise multiple comparisons under short-tailed symmetric distributions ⋮ Mahalanobis distance under non-normality ⋮ Estimation and hypothesis testing in BIB design and robustness ⋮ MMLEs are as good as M-estimators or better ⋮ Autoregressive models with short-tailed symmetric distributions ⋮ Short-tailed distributions and inliers ⋮ Robust multivariate classification procedures based on the mml estimators

Uses Software

• IMSL Numerical Libraries

Cites Work

• Robustness of MML estimators based on censored samples and robust test statistics
• Robust test for means when population variances are unequal
• The two-sample trimmed t for unequal population variances
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