A linear approximation to the power function of a test

DOI10.1007/s00184-011-0356-6zbMath1410.62061OpenAlexW1987885998MaRDI 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 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)

Related Items (6)

A von Mises approximation to the small sample distribution of the trimmed mean ⋮ Robust asymptotic tests for the equality of multivariate coefficients of variation ⋮ The \(p\) value line: a way to choose the tuning constant in tests based on the Huber M-estimator ⋮ The p-value Line: A Way to Choose from Different Test Results ⋮ 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

Cites Work

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• Partial influence functions
• Von Mises approximation of the critical value of a test
• Chi-square tests under models close to the normal distribution
• Saddlepoint approximations for estimating equations
• A tail area influence function and its application to testing
• t-Tests with Models Close to the Normal Distribution
• On the Asymptotic Distribution of Differentiable Statistical Functions

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