Chi-square tests under models close to the normal distribution
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Publication:2499573
DOI10.1007/s00184-005-0024-9zbMath1094.62056OpenAlexW2027933661MaRDI QIDQ2499573
Publication date: 14 August 2006
Published in: Metrika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00184-005-0024-9
saddlepoint approximationvon Mises expansiontail area influence functionRobustness in hypotheses testing
Related Items (5)
A von Mises approximation to the small sample distribution of the trimmed mean ⋮ Another look at the tail area influence function ⋮ A linear approximation to the power function of a test ⋮ An Approximation to the Small Sample Distribution of the Trimmed Mean for Gaussian Mixture Models ⋮ Approximations for \(F\) -tests which are ratios of sums of squares of independent variables with a model close to the normal
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- The Influence Curve and Its Role in Robust Estimation
- On Robustness for Hypotheses Testing
- Mises’ Theorem on the Asymptotic Behavior of Functionals of Empirical Distribution Functions and Its Statistical Applications
- NON-NORMALITY AND TESTS ON VARIANCES
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