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Weak convergence of bounded influence regression estimates with applications to repeated significance testing
Authors:Raymond J Carroll  David Ruppert
Institution:University of North Carolina, Chapel Hill, NC 27514, USA;National Heart, Lung and Blood Institute, Bethseda, MD 20205, USA;University of North Carolina, Chapel Hill, NC 27514, USA
Abstract:We obtained weak convergence results for bounded influence regression M-estimates and apply the results to sequential clinical trials, with special reference to repeated significance tests in the two-sample problem with covariates.
Keywords:Primary 62E20  Secondary 62F10  62G35  Linear models  Robustness  Sequential Analysis  M-Estimates
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