A linear approximation to the power function of a test

DOI10.1007/S00184-011-0356-6zbMATH Open1410.62061OpenAlexW1987885998MaRDI QIDQ715511FDOQ715511

Authors: D. Kharzeev 

Publication date: 29 October 2012

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00184-011-0356-6

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zbMATH Keywords

power functionrobust testHuber statisticsaddlepoint testtail area influence function

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Nonparametric robustness (62G35) Statistics of extreme values; tail inference (62G32) Approximations to statistical distributions (nonasymptotic) (62E17)

Cites Work

• On the Asymptotic Distribution of Differentiable Statistical Functions
• Title not available (Why is that?)
• 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
• Another look at the tail area influence function
• Expansions for the distribution and quantiles of a regular functional of the empirical distribution with applications to nonparametric confidence intervals
• Robust and accurate inference for generalized linear models
• Asymptotic behavior of M-estimators for the linear model
• Saddlepoint approximations and tests based on multivariate \(M\)-estimates.
• Saddlepoint approximations for estimating equations
• Partial influence functions

Cited In (11)

• A von Mises approximation to the small sample distribution of the trimmed mean
• An approximation to the small sample distribution of the trimmed mean for Gaussian mixture models
• Another look at the tail area influence function
• Title not available (Why is that?)
• Robust asymptotic tests for the equality of multivariate coefficients of variation
• Power Robustification of Approximately Linear Tests
• The p-value Line: A Way to Choose from Different Test Results
• The \(p\) value line: a way to choose the tuning constant in tests based on the Huber M-estimator
• A clarifying note on the effects of linear approximation on hypothesis testing
• Saddlepoint approximations for the distribution of some robust estimators of the variogram
• A tail area influence function and its application to testing

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