Influence of contamination level deviations on the test error probabilities

Jan Ámos Víšek

Kybernetika (1986)

  • Volume: 22, Issue: 6, page 449-460
  • ISSN: 0023-5954

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Víšek, Jan Ámos. "Influence of contamination level deviations on the test error probabilities." Kybernetika 22.6 (1986): 449-460. <http://eudml.org/doc/27603>.

@article{Víšek1986,
author = {Víšek, Jan Ámos},
journal = {Kybernetika},
keywords = {robust test; sensitivity; error probabilities; most powerful test; infinitesimal deviations; contamination; Huber's model; finite sample size; weak regularity conditions; fixed hypothesis; fixed alternative; Stein lemma; Chernoff theorem},
language = {eng},
number = {6},
pages = {449-460},
publisher = {Institute of Information Theory and Automation AS CR},
title = {Influence of contamination level deviations on the test error probabilities},
url = {http://eudml.org/doc/27603},
volume = {22},
year = {1986},
}

TY - JOUR
AU - Víšek, Jan Ámos
TI - Influence of contamination level deviations on the test error probabilities
JO - Kybernetika
PY - 1986
PB - Institute of Information Theory and Automation AS CR
VL - 22
IS - 6
SP - 449
EP - 460
LA - eng
KW - robust test; sensitivity; error probabilities; most powerful test; infinitesimal deviations; contamination; Huber's model; finite sample size; weak regularity conditions; fixed hypothesis; fixed alternative; Stein lemma; Chernoff theorem
UR - http://eudml.org/doc/27603
ER -

References

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  1. W. J. R. Eplett, An influence curve for two-sample rank tests, J. Roy. Statist. Soc. Ser. B 42 (1980), 67-70. (1980) Zbl0421.62028MR0567202
  2. D. Lambert, Influence function for testing, J. Amer. Statist. Assoc. 76 (1981), 649-657. (1981) 
  3. B. B. Петров, Суммы независимых случайных величин, Наука, Mocквa 1972. (1972) Zbl1156.34335
  4. H. Rieder, Least favourable pairs for special capacities, Ann. Statist. 5 (1977), 909-921. (1977) MR0468005
  5. H. Rieder, A robust asymptotic testing model, Ann. Statist. 6 (1978), 1080- 1096. (1978) Zbl0411.62020MR0499574
  6. E. Ronchetti, Robust Testing in Linear Models: The Infinitesimal approach, Ph. D. Dissertation, SFIT Zurich 1982. (1982) 
  7. J. Á. Víšek, On second order efficiency of a robust test and approximation of its error probabilities, Kybernetika 19 (1983), 5, 387-407. (1983) MR0729030
  8. J. A. Víšek, Sensitivity of the test risk with respect to contamination, Commun. Statist. - Sequential Analysis 2 (3) (1983), 243-258. (1983) MR0735913
  9. J. A. Víšek, On the dependence of the test error probabilities on the contamination level, Statistics 17 (1986), 1,25-32. (1986) MR0827942

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