Robust Wald-Type Tests of One-Sided Hypotheses in the Linear Model

DOI10.2307/2290464zbMath0782.62036OpenAlexW4249766657MaRDI QIDQ4031136

Mervyn J. Silvapullé

Publication date: 1 April 1993

Full work available at URL: http://www.lib.ncsu.edu/resolver/1840.4/3650

zbMATH Keywords

linear modelleast squaressimulation studyinequality constraintsPitman asymptotic efficiencyrobust estimatorasymptotic covariancecomposite hypothesisasymptotic null distributionhigh breakdown point estimatorasymmetric error distributionsbounded influence estimators\(M\) estimatorlong-tailed error distributionspower robustnessR estimatorrobust Wald-type tests

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Point estimation (62F10) Robustness and adaptive procedures (parametric inference) (62F35)

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