On Robustness for Hypotheses Testing

DOI10.2307/1403749MaRDI QIDQ4850128zbMATH OpenOpenAlexFDO

Authors Alfonso García-Pérez

Publication date 28 November 1995

Published in International Statistical Review / Revue Internationale de Statistique (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/1403749

zbMATH Keywords

robustnessqualitative robustnesstail-orderingasymptotic distribution of \(p\)-valuerobust uniformly most powerful testrobustness against model change

Mathematics Subject Classification ID

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

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Cited in

(12)

• Stability of testing hypotheses
• A complete solution to the problem of robustness of Grubbs's test
• A robust test for non-nested hypotheses
• Approximations for \(F\) -tests which are ratios of sums of squares of independent variables with a model close to the normal
• scientific article; zbMATH DE number 4013763 (Why is no real title available?)
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• Robust inference by influence functions
• A condition for null robustness
• Von Mises approximation of the critical value of a test
• Chi-square tests under models close to the normal distribution
• scientific article; zbMATH DE number 19010 (Why is no real title available?)
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