Robust Alternatives to the F-Test for the Linear Model

Elvezio Ronchetti
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Elvezio Ronchetti: ETH Zürich

A chapter in Probability and Statistical Inference, 1982, pp 329-342 from Springer

Abstract: Abstract We introduce general tests for the linear model and we compute their influence function and their asymptotic distribution. We also solve an optimality problem based on a criterion for infinitesimal robustness and we derive optimally bounded-influence tests.

Keywords: Asymptotic Distribution; Factor Space; Influence Function; Multivariate Normal Distribution; Side Condition (search for similar items in EconPapers)
Date: 1982
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-94-009-7840-9_31

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DOI: 10.1007/978-94-009-7840-9_31

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