Robust M-Tests
نویسندگان
چکیده
منابع مشابه
Robust tests for testing the parameters of a normal population
This article aims to provide a simple robust method to test the parameters of a normal population by using the new diagnostic tool called the “Forward Search” (FS) method. The most commonly used procedures to test the mean and variance of a normal distribution are Student’s t test and Chi-square test, respectively. These tests suffer from the presence of outliers. We introduce the FS version of...
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متن کاملrobust tests for testing the parameters of a normal population
this article aims to provide a simple robust method to test the parameters of a normal population by using the new diagnostic tool called the “forward search” (fs) method. the most commonly used procedures to test the mean and variance of a normal distribution are student’s t test and chi-square test, respectively. these tests suffer from the presence of outliers. we introduce the fs version of...
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ژورنال
عنوان ژورنال: Econometric Theory
سال: 1991
ISSN: 0266-4666,1469-4360
DOI: 10.1017/s0266466600004242