Another look at the tail area influence function

DOI10.1007/s00184-009-0266-zzbMath1206.62023OpenAlexW2055777392MaRDI QIDQ622558

Sumit K. Garg

Publication date: 3 February 2011

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00184-009-0266-z

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Robustness and adaptive procedures (parametric inference) (62F35) Statistics of extreme values; tail inference (62G32) Asymptotic properties of parametric tests (62F05)

Related Items (5)

A von Mises approximation to the small sample distribution of the trimmed mean ⋮ A linear approximation to the power function of a test ⋮ The \(p\) value line: a way to choose the tuning constant in tests based on the Huber M-estimator ⋮ An Approximation to the Small Sample Distribution of the Trimmed Mean for Gaussian Mixture Models ⋮ Saddlepoint approximations for the distribution of some robust estimators of the variogram

Uses Software

• robustbase

Cites Work

• Unnamed Item
• Approximations for \(F\) -tests which are ratios of sums of squares of independent variables with a model close to the normal
• Von Mises approximation of the critical value of a test
• Chi-square tests under models close to the normal distribution
• A tail area influence function and its application to testing
• t-Tests with Models Close to the Normal Distribution

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