On Robustness for Hypotheses Testing
DOI10.2307/1403749zbMATH Open0826.62024OpenAlexW2322808572MaRDI QIDQ4850128FDOQ4850128
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
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Parametric hypothesis testing (62F03) Asymptotic distribution theory in statistics (62E20) Robustness and adaptive procedures (parametric inference) (62F35)
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
- Title not available (Why is that?)
- Title not available (Why is that?)
- 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
- Title not available (Why is that?)
- Title not available (Why is that?)
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