Another look at the tail area influence function

DOI10.1007/S00184-009-0266-ZMaRDI QIDQ622558zbMATH OpenOpenAlexFDO

Authors Sumit K. Garg

Publication date 3 February 2011

Published in Metrika (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00184-009-0266-z

Mathematics Subject Classification ID

Asymptotic properties of parametric tests (62F05) Asymptotic properties of parametric estimators (62F12) Robustness and adaptive procedures (parametric inference) (62F35) Statistics of extreme values; tail inference (62G32)

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Cites work

• A tail area influence function and its application to testing
• Approximations for \(F\) -tests which are ratios of sums of squares of independent variables with a model close to the normal
• Chi-square tests under models close to the normal distribution
• scientific article; zbMATH DE number 1014736 (Why is no real title available?)
• t-Tests with Models Close to the Normal Distribution
• Von Mises approximation of the critical value of a test

Cited in

(7)

• Saddlepoint approximations for the distribution of some robust estimators of the variogram
• The p value line: a way to choose the tuning constant in tests based on the Huber M-estimator
• An approximation to the small sample distribution of the trimmed mean for Gaussian mixture models
• A von Mises approximation to the small sample distribution of the trimmed mean
• A tail area influence function and its application to testing
• Tail area revisited
• A linear approximation to the power function of a test

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Uses Software

• robustbase

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