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Robust Alternatives to the F-Test in Mixed Linear Models Based on MM-Estimates

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  • Samuel Copt
  • Stephane Heritier

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  • Samuel Copt & Stephane Heritier, 2007. "Robust Alternatives to the F-Test in Mixed Linear Models Based on MM-Estimates," Biometrics, The International Biometric Society, vol. 63(4), pages 1045-1052, December.
    • Handle: RePEc:bla:biomet:v:63:y:2007:i:4:p:1045-1052
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    File URL: http://hdl.handle.net/10.1111/j.1541-0420.2007.00804.x
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    References listed on IDEAS

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    1. Ronchetti, Elvezio & Trojani, Fabio, 2001. "Robust inference with GMM estimators," Journal of Econometrics, Elsevier, vol. 101(1), pages 37-69, March.
    2. Copt, Samuel & Victoria-Feser, Maria-Pia, 2006. "High-Breakdown Inference for Mixed Linear Models," Journal of the American Statistical Association, American Statistical Association, vol. 101, pages 292-300, March.
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    Cited by:

    1. Ruiz-Gazen, Anne & Lopuhaä, Henrik Paul & Gares, Valérie, 2022. "S-estimation in Linear Models with Structured Covariance Matrices," TSE Working Papers 22-1343, Toulouse School of Economics (TSE).
    2. Stephane Heritier & Maria-Pia Victoria-Feser, 2018. "Discussion of “The power of monitoring: how to make the most of a contaminated multivariate sample” by Andrea Cerioli, Marco Riani, Anthony C. Atkinson and Aldo Corbellini," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 27(4), pages 595-602, December.

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