Robust tests for linear regression models based on τ-estimates
نویسندگان
چکیده
منابع مشابه
Robust tests for linear regression models based on τ-estimates
ANOVA tests are the standard tests to compare nested linearmodels fitted by least squares. These tests are equivalent to likelihood ratio tests, so they have high power. However, least squares estimators are very vulnerable to outliers in the data, and thus the related ANOVA type tests are also extremely sensitive to outliers. Therefore, robust estimators can be considered to obtain a robust al...
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ژورنال
عنوان ژورنال: Computational Statistics & Data Analysis
سال: 2016
ISSN: 0167-9473
DOI: 10.1016/j.csda.2014.09.012