Abstract
Abstract The first-order terms of the joint Edgeworth expansion for the p Studentized M estimates of location in a oneway layout are presented and the probabilities that generate the Bonferroni, maximum modulus, and Scheffe methods of multiple inference are approximated. The validity-robustness of these methods, based on both classical estimators and a variety of M estimators, will be compared for increasing numbers of simultaneous comparisons. The Bonferroni and maximum modulus methods are seen to be nonrobust when many comparisons are made. Scheffe's method is more stable. These results are fairly independent of the choice of estimator. Monte Carlo results indicate these expansion approximated probabilities accurately reflect qualitative behavior and give reasonable numerical values for moderately trimmed M estimators, but are insufficiently accurate to generate critical points for heavily trimmed estimators.
Sign-in/Register to access full text options 
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callDisclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
