Tests of hypotheses about regression parameters when using a robust estimator

DOI10.1080/03610929908832415zbMath0935.62024OpenAlexW1979267875MaRDI QIDQ4269493

Jan Muska, Rand R. Wilcox

Publication date: 7 May 2000

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

Full work available at URL: https://doi.org/10.1080/03610929908832415

zbMATH Keywords

bootstrapM-estimatorsheteroscedasticitymultiple comparisonsrobust methodsTheil-Sen estimatorbiweight midregression

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Parametric hypothesis testing (62F03) Robustness and adaptive procedures (parametric inference) (62F35) Bootstrap, jackknife and other resampling methods (62F40)

Cites Work

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• Inference on means using the bootstrap
• Edgeworth corrected pivotal statistics and the bootstrap
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• Robust Statistics