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September, 1963 Robust Estimation in Analysis of Variance
E. L. Lehmann
Ann. Math. Statist. 34(3): 957-966 (September, 1963). DOI: 10.1214/aoms/1177704018


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.


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E. L. Lehmann. "Robust Estimation in Analysis of Variance." Ann. Math. Statist. 34 (3) 957 - 966, September, 1963.


Published: September, 1963
First available in Project Euclid: 27 April 2007

zbMATH: 0203.21106
MathSciNet: MR152071
Digital Object Identifier: 10.1214/aoms/1177704018

Rights: Copyright © 1963 Institute of Mathematical Statistics

Vol.34 • No. 3 • September, 1963
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