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Robust Inference for Testing Order-Restricted Inference
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 Title & Authors
Robust Inference for Testing Order-Restricted Inference
Kang, Moon-Su;
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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)
Redescending M-estimator;union-intersection principle;distribution-free;
 Cited by
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