Robustness of Statistical Methods and Nonparametric Statistics

Robustness of Statistical Methods and Nonparametric Statistics edited by Dieter Rasch, Moti Lal Tiku.

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Bibliographic Details
Corporate Author: SpringerLink (Online service)
Other Authors: Rasch, Dieter (Editor), Tiku, Moti Lal (Editor)
Format: eBook
Language:English
Published: Dordrecht : Springer Netherlands : Imprint: Springer, 1984.
Edition:1st ed. 1984.
Series:Theory and Decision Library B, Mathematical and Statistical Methods ; 1
Springer eBook Collection.
Subjects:
Probabilities.
Applied mathematics.
Engineering mathematics.
Electronic resources (E-books)
Online Access:Click to view e-book
Holy Cross Note:Loaded electronically.
Electronic access restricted to members of the Holy Cross Community.
Table of Contents:
  • Behaviour of L-estimators of location from the point of view of large deviations
  • Simulation in research on linear models
  • Note about solutions of asymptotic minimax test problems for special capacities
  • Some remarks on the comparison of means in the case of correlated errors
  • Robustness of multiple comparisons against variance heterogeneity
  • The power of run test verifying the hypothesis of model linearity
  • The robustness of selection procedures investigated by a combinational method
  • Results of comparisons between different random number generators
  • Robustness of the two-sample sequential t-test
  • Optimal designs for contaminated linear regression
  • Systems of one-dimensional continuous distributions and their application in simulation studies
  • A combinatorial method in robustness research and two applications
  • Analogy of the linear regression and the two-sample problem in robustness investigations
  • Rates of consistency of classical one-sided tests
  • Asymptotic robustness of Bayesian decision rules in statistical decision theory
  • Ranks, standardized ranks and standardized aligned ranks in the analysis of Friedman’s block design
  • Chernoff type bounds of errors in hypothesis testing of diffusion processes
  • Power simulation with the same random sequences under the null hypothesis and the alternative
  • Robustness of two-sample tests for variances
  • The influence of different shapes of distributions with the same first four moments on robustness
  • Robust Bayes regression estimation under weak prior knowledge
  • Distribution of the maximal GAP in a sample and its application for outlier detection
  • Robustness of the two-sample t-test
  • Robustness of three sequential one-sample tests against non-normality
  • A test for exponential regression and its robustness
  • Comparison of break points of estimators
  • The robustness of some statistical tests. The Multivariate case
  • Tests for independence in the family of continuous bivariate distributions with finite contingency
  • Robustness of many-one statistics
  • Testing hypotheses in nonlinear regression for nonnormal distributions
  • The bootstrap in nonlinear regression
  • Sharp inequalities for error probabilities of tests under moment conditions
  • Simulation studies on robustness of the t- and u-test against truncation of the normal distribution
  • Robust location-tests and classification procedures
  • Minimax-linear estimation under incorrect prior information
  • The roubstness of some procedures for the two-sample location problem — a simulation study (concept)
  • On the measurement of the tests robustness
  • A Robust Estimate of Variance in a Linear Model
  • Minimax-versus robust experimental designs: Two simple examples.

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