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A local breakdown property of robust tests in linear regression

✍ Scribed by Xuming He

Publisher
Elsevier Science
Year
1991
Tongue
English
Weight
638 KB
Volume
38
Category
Article
ISSN
0047-259X

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## Abstract Consider the two linear regression models of __Y__~__ij__~ on __X__~__ij__~, namely __Y__~__ij__~ = Ξ²~__io__~ + Ξ²~__ij__~, __X__~__ij__~ + __E__~__ij__~ = 1, 2,…, __n__~__i__~, __i__ = 1, 2, where __E__~__ij__~ are assumed to be normally distributed with zero mean and common unknown var