Reference: | Cox, D.R. (1961),"Tests of Separate Families of Hypotheses," Proceedings of the Fourth. Berkeley Symposiwn on Mathematical. Statistics and Probability
(vol. 1), Berkeley: University of California Press, pp.105-123.
------- (1962), "Further Results on Tests of Separate Families of Hypotheses,"
Journal of the Royal Statistical Society, Ser B, 24, 406-423.
------- and Hinkley, D.V. (1968)," A Note on the Efficiency of Least Squares
Estimates," Journal of Royal Statistical Society, Ser B, 30, 284-289.
Freund,R.J. and Minton,P.D.(1979), Regression Method. A Tool for Data
Analysis, New York and Basel:Marcel Dekker.
Gibbons, J.D. (1971), Nonparametric Statistical Inference, New York: McGraw-
Hill Book Company.
Gould ANN & Lawless,J.F. (1988), "Consistency and Efficiency of Regression
Coefficient Estimates in Location-Scale Models," Biometrika, 75, 535-540.
Hahn,G.J., Feder,P.I. and Meeker,W. (l978a), "Evaluating the Effect of Incorrect
Specification of a Regression Model. Part 1. Basic Concepts and Example,"
Journal of Quality Technology, Vol.10, 61-72.
------ (1978b), "Evaluating the Effect of Incorrect Specification of a Regression
Model. Part 2. Further Example and Discussion," Journal of Quality Technology,
Vol. 10, 93-98.
Harvey, A.C. and Collier,P. (1977), "Testing for Functional Misspecification in Regression Analysis," Journal of Economerrics, 6,103-119.
Heathcote,C.R. and Silvapull,M.J. (1981), "Minimum Mean Squared Estimation
of Location and Scale Parameters under Misspecification of the Mcxiel,"Biometrika, 68, 501-514.
Kullback, S. and Leibler R. A. (1951), "On Information and Sufficiency," Annals
of Mathematical Statistics, 22, 79-86.
Patel,J.K.,Kapadia,C.H. and Owen,D.B. (1976), Handbook of Statistical istributions,
New York and Basel: Marcel Dekker.
Pereira, B. DE B. (1978), `Tests and Efficiencies of Separate regression models
," Biometrika, 65, 2, 319-327.
Ramsey).B. (1969), "Tests for Specification Errors in Classical Linear Leastsquares
Regression Analysis," Journal of the Royal Statistical Society,Ser B, 31,350-371.
Royall,R.M. (1986), "Model Robust Confidence Intervals Using Maximwn
Likelihood Estimators," International Statistical Review, 54, 221-226.
White, H.(1982), "Maximum Likelihood Estimation of Misspecified Models,"
Econometrica, 50, 1-25. |