Chi-square tests under models close to the normal distribution

DOI10.1007/s00184-005-0024-9zbMath1094.62056OpenAlexW2027933661MaRDI QIDQ2499573

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

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)

Related Items (5)

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 ⋮ An Approximation to the Small Sample Distribution of the Trimmed Mean for Gaussian Mixture Models ⋮ Approximations for \(F\) -tests which are ratios of sums of squares of independent variables with a model close to the normal

Cites Work

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• Von Mises approximation of the critical value of a test
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• Is the t Test Really Conservative When the Parent Distribution is Long-Tailed?
• Saddlepoint approximations for estimating equations
• A tail area influence function and its application to testing
• Saddle point approximation for the distribution of the sum of independent random variables
• The Influence Curve and Its Role in Robust Estimation
• On Robustness for Hypotheses Testing
• Mises’ Theorem on the Asymptotic Behavior of Functionals of Empirical Distribution Functions and Its Statistical Applications
• NON-NORMALITY AND TESTS ON VARIANCES

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