• Title/Summary/Keyword: Redescending M-estimator

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Robust Inference for Testing Order-Restricted Inference

  • Kang, Moon-Su
    • The Korean Journal of Applied Statistics
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    • v.22 no.5
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    • pp.1097-1102
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    • 2009
  • 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)