Chi-square tests under models close to the normal distribution

DOI10.1007/S00184-005-0024-9zbMATH Open1094.62056OpenAlexW2027933661MaRDI QIDQ2499573FDOQ2499573

Authors: Yanyan Li 

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

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zbMATH Keywords

saddlepoint approximationvon Mises expansiontail area influence functionRobustness in hypotheses testing

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20)

Cites Work

• Bartlett's, Cochran's, and Hartley's Tests on Variances are Liberal When the Underlying Distribution is Long-Tailed
• The Influence Curve and Its Role in Robust Estimation
• Saddle point approximation for the distribution of the sum of independent random variables
• Saddlepoint approximations
• Von Mises approximation of the critical value of a test
• A tail area influence function and its application to testing
• NON-NORMALITY AND TESTS ON VARIANCES
• Saddlepoint approximations for estimating equations
• Mises’ Theorem on the Asymptotic Behavior of Functionals of Empirical Distribution Functions and Its Statistical Applications
• Title not available (Why is that?)
• On Robustness for Hypotheses Testing
• Bounds on AREs for restricted classes of distributions defined via tail- orderings
• Is the t Test Really Conservative When the Parent Distribution is Long-Tailed?

Cited In (9)

• Minimum chi-square estimation and tests for model selection
• Title not available (Why is that?)
• Large deviations and moderate deviations for the chi-square test in type II error
• A von Mises approximation to the small sample distribution of the trimmed mean
• An approximation to the small sample distribution of the trimmed mean for Gaussian mixture models
• t-Tests with Models Close to the Normal Distribution
• Another look at the tail area influence function
• A linear approximation to the power function of a test
• 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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