A tail area influence function and its application to testing

DOI10.1080/07474948508836070MaRDI QIDQ3721604zbMATH OpenOpenAlexFDO

Authors C. A. Field, Elvezio Ronchetti

Publication date 1985

Published in Sequential Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07474948508836070

zbMATH Keywords

powerrobustnessinfluence functionleveltail area influence functionM- statisticsgross-error model

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Robustness and adaptive procedures (parametric inference) (62F35)

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Cites work

• scientific article; zbMATH DE number 3789670 (Why is no real title available?)
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• A new infinitesimal approach to robust estimation
• A robust asymptotic testing model
• Asymptotic lognormality of P-values
• Estimates derived from robust tests
• Influence Functions for Testing
• Robust Statistics
• Saddle point approximation for the distribution of the sum of independent random variables
• Saddlepoint approximations for estimating equations
• Small sample asymptotic expansions for multivariate M-estimates
• Small-sample asymptotic distributions of M-estimators of location

Cited in

(16)

• INFLUENCE FUNCTION OF THE LIKELIHOOD RATIO TEST STATISTIC FOR MULTIVARIATE NORMAL SAMPLE
• 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
• Small sample asymptotics: A review with applications to robust statistics
• Approximations for \(F\) -tests which are ratios of sums of squares of independent variables with a model close to the normal
• Qualitative and infinitesimal robustness of tail-dependent statistical functionals
• Robust inference by influence functions
• A second order approximation for the inverse of the distribution function of the sample mean.
• Von Mises approximation of the critical value of a test
• Special cases of second order Wiener germ approximations
• Chi-square tests under models close to the normal distribution
• The p value line: a way to choose the tuning constant in tests based on the Huber M-estimator
• Sensitivity of the test error probabilities with respect to the level of contamination in general model of contaminacy
• Tail area revisited
• Saddlepoint approximations for the distribution of some robust estimators of the variogram

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