Browse > Article
http://dx.doi.org/10.5351/KJAS.2009.22.5.1097

Robust Inference for Testing Order-Restricted Inference  

Kang, Moon-Su (Korean food and drug administration)
Publication Information
The Korean Journal of Applied Statistics / v.22, no.5, 2009 , pp. 1097-1102 More about this Journal
Abstract
Classification of subjects with unknown distribution in small sample size setup may involve order-restricted constraints in multivariate parameter setups. Those problems makes optimality of conventional likelihood ratio based statistical inferences not feasible. Fortunately, Roy (1953) introduced union-intersection principle(UIP) which provides an alternative avenue. Redescending M-estimator along with that principle yields a considerably appropriate robust testing procedure. Furthermore, conditionally distribution-free test based upon exact permutation theory is used to generate p-values, even in small sample. Applications of this method are illustrated in simulated data and read data example (Lobenhofer et al., 2002)
Keywords
Redescending M-estimator; union-intersection principle; distribution-free;
Citations & Related Records
연도 인용수 순위
  • Reference
1 Andrews, D. F. (1974). A Robust method for multiple linear regression, Technometrics, 16, 523-531   DOI   ScienceOn
2 Huber, P. J. (1973). Robust regression: Asymptotics, conjectures and Monte Carlo, The Annals of Statistics. 1, 799-821   DOI   ScienceOn
3 Huber, P. J. (1977). Robust methods of estimation of regression coefficients, Statistics, 8, 41-53   DOI   ScienceOn
4 Huber, P. J. (1981). Robust Statistics, Wiley, New York
5 Huber, P. J. and Dutter, R. (1974). Numerical solution of robust regression problem, In Proceedings of the Symposium on Computational Statistics, Physika Verlag, Vienna, 165-172
6 Lobenhofer, E. K., Bennett, L., Cable, P. L., Li, L., Bushel, P. R. and Afshari, C. A. (2002). Regulation of DNA replication fork genes by 17Beta-estradiol, Molecular Endocrinology, 16, 1215-1229   DOI   ScienceOn
7 Maronna, R. A., Martin, D. R. and Yohai, J. V. (2006). Robust Statistics: Theory and Methods, Wiley Series in Probability and Statistics, New York
8 Rousseeuw, P. J. and Yohai, V. J. (1984). Robust regression by means of S-estimators, In Robust and Nonlinear Time Series Analysis, Lecture Notes in Statistics, 26, Springer-Verlag, (Berlin/New York) 256-272
9 Roy, S. N. (1953). On a heuristic method of test construction and its use in multivariate analysis, The Annals of Mathematical Statistics, 24, 220-238   DOI   ScienceOn
10 Silvapulle, M. J. (1985). Asymptotic behavior of robust estimators of regression and scale parameters with fixed carriers, The Annals of Statistics, 13, 1490-1497   DOI   ScienceOn
11 Siegel, A F. (1982). Robust regression using repeated' medians, Biometrika, 69, 242-244   DOI   ScienceOn