A linear approximation to the power function of a test

DOI10.1007/S00184-011-0356-6MaRDI QIDQ715511zbMATH OpenOpenAlexFDO

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

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)

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• Another look at the tail area influence function
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Cites work

• scientific article; zbMATH DE number 5555137 (Why is no real title available?)
• A tail area influence function and its application to testing
• Another look at the tail area influence function
• Approximations for \(F\) -tests which are ratios of sums of squares of independent variables with a model close to the normal
• Asymptotic behavior of M-estimators for the linear model
• Chi-square tests under models close to the normal distribution
• Expansions for the distribution and quantiles of a regular functional of the empirical distribution with applications to nonparametric confidence intervals
• On the Asymptotic Distribution of Differentiable Statistical Functions
• Partial influence functions
• Robust and accurate inference for generalized linear models
• Saddlepoint approximations and tests based on multivariate M-estimates.
• Saddlepoint approximations for estimating equations
• Von Mises approximation of the critical value of a test
• t-Tests with Models Close to the Normal Distribution

Cited in

(11)

• A tail area influence function and its application to testing
• 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
• scientific article; zbMATH DE number 7342360 (Why is no real title available?)
• Robust asymptotic tests for the equality of multivariate coefficients of variation
• The p-value Line: A Way to Choose from Different Test Results
• Power Robustification of Approximately Linear Tests
• 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

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