Robust slippage tests

DOI10.1007/BF02481969MaRDI QIDQ1066581zbMATH OpenFDO

Authors Miyoshi Kimura

Publication date 1984

Published in Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF02481969

zbMATH Keywords

composite hypothesesleast favourable slippage tuplemaximin testsNeyman-Pearson testsrobust slippage testingsimple hypotheses

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Robustness and adaptive procedures (parametric inference) (62F35)

Review text

The robust slippage testing problems of \(k+1\) approximately known simple hypotheses are formulated as slippage testing problems of \(k+1\) composite hypotheses. It is shown that if there is a representative \(k+1\)-tuple of simple hypotheses, then maximin tests are given by slippage analogues of the Neyman-Pearson tests for this tuple. In the general situation where no least favourable slippage tuple exists, a method for constructing tests is proposed.

Recommendations

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• Robust slippage rank tests for k location parameters in the presence of gross errors
• Sequential slippage tests using Robbins-Lai's invariant confidence sequences
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• Publication:3476124

Cites work

• A Robust Version of the Probability Ratio Test
• scientific article; zbMATH DE number 3371433 (Why is no real title available?)
• Least favorable pairs for special capacities
• Minimax tests and the Neyman-Pearson lemma for capacities
• ON SLIPPAGE TESTS-(IV) The Invariance of The Least Favorable Distributions
• On Slippage Tests--(II) Similar Slippage Tests
• Ordered Families of Distributions
• Robust confidence limits
• Robust Statistics

Cited in

(9)

• Detection of multivariate outliers with location slippage or scale inflation in left orthogonally invariant or elliptically contoured distributions
• Minimax invariant regret solution to the \(N\)-sample slippage problem
• Robust slippage rank tests for k location parameters in the presence of gross errors
• scientific article; zbMATH DE number 4145130 (Why is no real title available?)
• scientific article; zbMATH DE number 4149361 (Why is no real title available?)
• scientific article; zbMATH DE number 3965173 (Why is no real title available?)
• ROBUST SLIPPAGE TESTS II
• Sequential slippage tests using Robbins-Lai's invariant confidence sequences
• Consistometry slump and spreading tests: practical comments

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