Bahadur efficiency and robustness of Studentized score tests

DOI10.1007/BF00054792zbMATH Open0874.62017MaRDI QIDQ1817397FDOQ1817397

Q. M. Shao, Xuming He

Publication date: 6 November 1997

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

zbMATH Keywords

robustnessinfluence functionbreakdown pointexact Bahadur slopesStudent \(t\)-testHuber-type score testslocally optimal Bahadur efficiencyone-parameter family of distributionsone-sample location modelsstudentized score tests

Mathematics Subject Classification ID

Asymptotic properties of parametric tests (62F05) Robustness and adaptive procedures (parametric inference) (62F35)

Cites Work

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• Robust Estimation of a Location Parameter
• The Influence Curve and Its Role in Robust Estimation
• Breakdown Robustness of Tests
• A Robust Version of the Probability Ratio Test
• Stochastic Comparison of Tests
• Self-normalized laws of the iterated logarithm
• Student's t-Test Under Symmetry Conditions
• Self-normalized large deviations
• Bahadur efficiency and probabilities of large deviations
• On local and nonlocal measures of efficiency
• Local Bahadur efficiency of score tests
• Asymptotic lognormality of P-values
• Influence Functions for Testing

Cited In (2)

• Delta method in large deviations and moderate deviations for estimators
• Incorporating Graphical Structure of Predictors in Sparse Quantile Regression

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