Von Mises approximation of the critical value of a test
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Publication:1875695
DOI10.1007/BF02595721zbMath1044.62017WikidataQ126267884 ScholiaQ126267884MaRDI QIDQ1875695
Publication date: 30 August 2004
Published in: Test (Search for Journal in Brave)
robustnesssaddlepoint approximationinfluence functionvon Mises expansiontail area influence function
Parametric hypothesis testing (62F03) Robustness and adaptive procedures (parametric inference) (62F35) Approximations to statistical distributions (nonasymptotic) (62E17)
Related Items (7)
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 ⋮ Chi-square tests under models close to the normal distribution ⋮ An Approximation to the Small Sample Distribution of the Trimmed Mean for Gaussian Mixture Models ⋮ Saddlepoint approximations for the distribution of some robust estimators of the variogram ⋮ 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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