M-tests in multivariate models

DOI10.1007/BF02613520zbMath0693.62048OpenAlexW2100578095MaRDI QIDQ908631

N. E. Zubov

Publication date: 1990

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/176293

zbMATH Keywords

M-estimatorsasymptotic efficiencyrobust teststesting homogeneityasymptotic chi-square distributionsasymptotically distribution-free testM-testsmultivariate k sample modelsmultivariate regression models

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15) Robustness and adaptive procedures (parametric inference) (62F35)

Related Items (4)

Hypothesis testing and parameter estimation based on \(M\)-statistics in \(k\) samples with unequal variances ⋮ M-tests for multivariate regression model ⋮ Studentized robust statistics in multivariate randomized block design ⋮ Studentized robust statistics for, main effects in a two-factor manova

Cites Work

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• M-methods in multivariate linear models
• On preliminary test and shrinkage M-estimation in linear models
• Isotonic M-estimation of location: Union-intersection principle and preliminary test versions
• Asymptotic relations of M-estimates and R-estimates in linear regression model
• Robust Estimation of a Location Parameter
• Asymptotic Linearity of a Rank Statistic in Regression Parameter
• Robust Statistics

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