A von Mises approximation to the small sample distribution of the trimmed mean

DOI10.1007/S00184-015-0559-3zbMATH Open1349.62043OpenAlexW1468682097MaRDI QIDQ288100FDOQ288100

Authors: A. García-Pérez 

Publication date: 24 May 2016

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00184-015-0559-3

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zbMATH Keywords

robustness\(P\) value linesmall sample distributiontrimmed meanvon Mises expansion

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Sampling theory, sample surveys (62D05) Asymptotic distribution theory in statistics (62E20) Robustness and adaptive procedures (parametric inference) (62F35)

Cites Work

• Approximation Theorems of Mathematical Statistics
• Title not available (Why is that?)
• Robust Statistics
• The Influence Curve and Its Role in Robust Estimation
• The Future of Data Analysis
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• Title not available (Why is that?)
• General Saddlepoint Approximations with Applications to L Statistics
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• Approximations for \(F\) -tests which are ratios of sums of squares of independent variables with a model close to the normal
• On the bootstrap and the trimmed mean
• The anonymous professor Gergonne
• Robust inference by influence functions
• Von Mises approximation of the critical value of a test
• Saddlepoint approximations to the trimmed mean
• Chi-square tests under models close to the normal distribution
• The \(p\) value line: a way to choose the tuning constant in tests based on the Huber M-estimator
• The asymptotic distribution of the trimmed mean
• A tail area influence function and its application to testing
• t-Tests with Models Close to the Normal Distribution
• On Some Robust Estimates of Location
• Another look at the tail area influence function
• A linear approximation to the power function of a test
• Expansions for the distribution and quantiles of a regular functional of the empirical distribution with applications to nonparametric confidence intervals

Cited In (3)

• t-Tests with Models Close to the Normal Distribution
• Title not available (Why is that?)
• Saddlepoint approximations for the distribution of some robust estimators of the variogram

Uses Software

• R
• robustbase

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