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Robust tests for linear regression models based on τ-estimates
(Elsevier Science, 2016-01)
ANOVA tests are the standard tests to compare nested linear models fitted by least squares. These tests are equivalent to likelihood ratio tests, so they have high power. However, least squares estimators are very vulnerable ...
Robust Estimation of Nonredundant Measurements and Equivalent Sets of Observations
(American Chemical Society, 2019-09-20)
The equation-oriented estimation of measurements constitutes the initial stage of many procedures devoted to optimizing a chemical plant. Nevertheless, the estimation of nonredundant measurements and observations related ...
Robust Brown-Forsythe and Robust Modified Brown-Forsythe ANOVA Tests Under Heteroscedasticity for Contaminated Weibull Distribution
(Universidad Nacional de Colombia - Sede Bogotá - Facultad de Ciencias - Departamento de Estadística, 2016-01-01)
In this study, robust Brown-Forsythe and robust Modified Brown-Forsythe ANOVA tests are proposed to take into consideration heteroscedastic and non-normality data sets with outliers. The non-normal data is assumed to be a ...
Robust tests in generalized linear models with missing responses
(Elsevier Science Bv, 2013-09)
In many situations, data follow a generalized linear model in which the mean of the responses is modelled, through a link function, linearly on the covariates. Robust estimators for the regression parameter in order to ...
Robust inference in generalized partially linear models
(Elsevier Science, 2010-12)
In many situations, data follow a generalized partly linear model in which the mean of the responses is modeled, through a link function, linearly on some covariates and nonparametrically on the remaining ones. A new class ...
Conditional tests for elliptical symmetry using robust estimators
(Taylor & Francis, 2017-02)
This paper presents a procedure for testing the hypothesis that the underlying distribution of the data is elliptical when using robust location and scatter estimators instead of the sample mean and covariance matrix. Under ...
Robust bootstrap: an alternative to bootstrapping robust estimators
(Instituto Nacional de Estatística, 2014-06)
There is a vast literature on robust estimators, but in some situations it is still not easy to make inferences, such as confidence regions and hypothesis testing. This is mainly due to the following facts. On one hand, ...
Testing in generalized partly linear models: A robust approach
(Elsevier, 2013-01)
In this paper, we introduce a family of robust statistics which allow to decide between a parametric model and a semiparametric one. More precisely, under a generalized partially linear model, i.e., when the observations ...
Robust testing for superiority between two regression curves
(Elsevier Science, 2016-05)
The problem of testing the null hypothesis that the regression functions of two populations are equal versus one-sided alternatives under a general nonparametric homoscedastic regression model is considered. To protect ...