The Annals of Mathematical Statistics

Robust Estimation in Analysis of Variance

E. L. Lehmann

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Abstract

In linear models with several observations per cell, estimates of all contrasts are given whose small and large sample behaviour is analogous to that of the estimate of a shift parameter proposed in [2]. In particular, the asymptotic efficiency of these estimates relative to the standard least squares estimates, as the number of observations in each cell gets large, is shown to be the same as the Pitman efficiency of the Wilcoxon test relative to the $t$-test.

Article information

Source
Ann. Math. Statist., Volume 34, Number 3 (1963), 957-966.

Dates
First available in Project Euclid: 27 April 2007

Permanent link to this document
https://projecteuclid.org/euclid.aoms/1177704018

Digital Object Identifier
doi:10.1214/aoms/1177704018

Mathematical Reviews number (MathSciNet)
MR152071

Zentralblatt MATH identifier
0203.21106

JSTOR
links.jstor.org

Citation

Lehmann, E. L. Robust Estimation in Analysis of Variance. Ann. Math. Statist. 34 (1963), no. 3, 957--966. doi:10.1214/aoms/1177704018. https://projecteuclid.org/euclid.aoms/1177704018


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