A linear approximation to the power function of a test

DOI10.1007/s00184-011-0356-6zbMath1410.62061MaRDI QIDQ715511

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 function; robust test; Huber statistic; saddlepoint test; tail area influence function

Mathematics Subject Classification ID

62G10: Nonparametric hypothesis testing

62G35: Nonparametric robustness

62G32: Statistics of extreme values; tail inference

62E17: Approximations to statistical distributions (nonasymptotic)