scientific article; zbMATH DE number 2209079

zbMath1113.62036MaRDI QIDQ5692266

Publication date: 27 September 2005

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

Parametric hypothesis testing (62F03) Point estimation (62F10) Robustness and adaptive procedures (parametric inference) (62F35) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01) Analysis of variance and covariance (ANOVA) (62J10)

Related Items (58)

Relative-error prediction in nonparametric functional statistics: theory and practice ⋮ Post-hocanalyses in multiple regression based on prediction error ⋮ Outliers in official statistics ⋮ A Modified Hall-Padmanabhan Test for the Homogeneity of Scales ⋮ New Results on the Small-Sample Properties of Some Robust Univariate Estimators of Location ⋮ Effect of non-normality on test statistics for one-way independent groups designs ⋮ A note on consistency of non-parametric rank tests and related rank transformations ⋮ Nonparametric relative regression for associated random variables ⋮ Measures of dispersion for multidimensional data ⋮ Robust group identification and variable selection in regression ⋮ Some notes on the location–scale Cucconi test ⋮ Growth estimators and confidence intervals for the mean of negative binomial random variables with unknown dispersion ⋮ Comparison of nonparametric analysis of variance methods: A vote for van der Waerden ⋮ The gamma generalized linear model, log transformation, and the robust Yuen-Welch test for analyzing group means with skewed and heteroscedastic data ⋮ Threshold effects of human capital: schooling and economic growth ⋮ Non parametric statistical models for on-line text classification ⋮ Robust solutions to Stackelberg games: addressing bounded rationality and limited observations in human cognition ⋮ The combined dynamically weighted modified maximum likelihood estimators of the location and scale parameters ⋮ Functional principal component analysis for partially observed elliptical process ⋮ Using robust dispersion estimation in support vector machines ⋮ Laplace random effects models for interlaboratory studies ⋮ On robust classification using projection depth ⋮ Depth and a Multivariate Generalization of the Wilcoxon-Mann-Whitney Test ⋮ Simple measure of similarity for the market graph construction ⋮ Some small-sample properties of some recently proposed multivariate outlier detection techniques ⋮ Heterogeneity of variance and biased hypothesis tests ⋮ Robust and scale-free effect sizes for non-Normal two-sample comparisons, with applications in e-commerce ⋮ Simultaneous variable selection and outlier identification in linear regression using the mean-shift outlier model ⋮ Confidence intervals for dependent data: equating non-overlap with statistical significance ⋮ Outlier detection with Mahalanobis square distance: incorporating small sample correction factor ⋮ Data-based prediction under uncertainty: CDF-quantile distributions and info-gap robustness ⋮ Univariate \(L^p\) and \(l^p\) averaging, \(0<p<1\), in polynomial time by utilization of statistical structure ⋮ Increasing the Power of the Test Through Pre-Test – A Robust Method ⋮ Small Sample Robust Testing for Normality against Pareto Tails ⋮ Comparing non-parametric regression lines via regression depth ⋮ A Nonparametric Test Procedure Based on a Group of Quantile Tests ⋮ M-tests for multivariate regression model ⋮ Pairwise comparisons of dependent groups based on medians ⋮ Robust tools for the imperfect world ⋮ Imbalanced regression and extreme value prediction ⋮ Confidence intervals for prediction intervals ⋮ Investigation of finite-sample properties of robust location and scale estimators ⋮ Detecting multiple outliers in linear regression using a cluster method combined with graphical visualization ⋮ Comparing robust generalized variances and comments on efficiency ⋮ Robust simultaneous inference for the mean function of functional data ⋮ Robust ANCOVA: Some Small-sample Results when there are Multiple Groups and Multiple Covariates ⋮ Robust Multivariate Regression When There is Heteroscedasticity ⋮ Comparing medians ⋮ Data reduction in classification: A simulated annealing based projection method ⋮ Nonparametric and robust methods. (Editorial) ⋮ The Chen-Luo test in case of heteroscedasticity ⋮ Quantile curves and dependence structure for bivariate distributions ⋮ Comparing Robust Measures of Association Estimated Via a Smoother ⋮ Comparing Pearson Correlations: Dealing with Heteroscedasticity and Nonnormality ⋮ Nonparametric regression when estimating the probability of success: a comparison of four extant estimators ⋮ Empirical likelihood-based inference for the difference of two location parameters using smoothed M-estimators ⋮ Some Results on Comparing the Quantiles of Dependent Groups ⋮ A comparative study for robust canonical correlation methods

Uses Software

This page was built for publication: