Discriminability of robust test under heavy contamination

Asunción Rubio; Jan Ámos Víšek

Kybernetika (1993)

  • Volume: 29, Issue: 4, page 379-390
  • ISSN: 0023-5954

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Rubio, Asunción, and Víšek, Jan Ámos. "Discriminability of robust test under heavy contamination." Kybernetika 29.4 (1993): 379-390. <http://eudml.org/doc/28787>.

@article{Rubio1993,
author = {Rubio, Asunción, Víšek, Jan Ámos},
journal = {Kybernetika},
keywords = {least favourable pairs; upper limit of possible contamination level; a priori fixed risk; power},
language = {eng},
number = {4},
pages = {379-390},
publisher = {Institute of Information Theory and Automation AS CR},
title = {Discriminability of robust test under heavy contamination},
url = {http://eudml.org/doc/28787},
volume = {29},
year = {1993},
}

TY - JOUR
AU - Rubio, Asunción
AU - Víšek, Jan Ámos
TI - Discriminability of robust test under heavy contamination
JO - Kybernetika
PY - 1993
PB - Institute of Information Theory and Automation AS CR
VL - 29
IS - 4
SP - 379
EP - 390
LA - eng
KW - least favourable pairs; upper limit of possible contamination level; a priori fixed risk; power
UR - http://eudml.org/doc/28787
ER -

References

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  2. O. Barndorff-Nielsen, D. R. Cox, Edgeworth and saddle-point approximations with statistical applications, J. Roy. Statist. Soc. Ser. B 1 (1979), 3, 279-312. (1979) Zbl0424.62010MR0557595
  3. C. A. Field, E. M. Ronchetti, Small Sample Asymptotics, A manuscript of a book, 1988. (1988) 
  4. F. R. Hampel, The influence curve and its role in robust estimation, J. Amer. Statist. Assoc. 60 (1974), 364, 383-393. (1974) Zbl0305.62031MR0362657
  5. F. R. Hampel P. J. Rousseeuw E. M. Ronchetti, W. A. Stahel, Robust Statistics - The Approach Based on Influence Function, J. Wiley, New York 1986. (1986) MR0829458
  6. P. J. Huber, Robust estimation of a location parameter, Ann. Math. Statist. 35 (1964), 73-101. (1964) Zbl0136.39805MR0161415
  7. P. J. Huber, V. Strassen, Minimax tests and the Neyman-Pearson lemma for capacities, Ann. Statist. 1 (1973), 251-263. (1973) Zbl0259.62008MR0356306
  8. D. Lambert, Influence functions for testing, J. Amer. Statist. Assoc. 76 (1981), 375, 649-657. (1981) Zbl0472.62047
  9. H. Rieder, Least favorable pairs for special capacities, Ann. Statist. 5 (1977), 5, 909-921. (1977) Zbl0371.62074MR0468005
  10. G. G. Roussas, Contiguity of Probability Measures, Cambridge Univ. Press, Cambridge 1972. Russian translation: Izdatelstvo Mir, Moscow 1975. (1972) Zbl0265.60003MR0359099
  11. A. Rubio L. Aguilar, J. A. Víšek, Testing difference of models, Computational Statistics 8 (1993), 57-70. (1993) MR1220337
  12. A. Rubio, J. A. Víšek, Estimating the contamination level of data in the framework of linear regression analysis, Questtio 1993 (to appear). (1993) MR1476149
  13. J. A. Víšek, On second order efficiency of a robust test and approximations of its error probabilities, Kybernetika 19 (1983), 3, 387-407. (1983) MR0729030
  14. J. A. Víšek, Estimating contamination level, In: Proc. Fifth Pannonian Symposium on Mathematical Statistics, Visegrad, Hungary 1985, pp. 401-414. (1985) MR0956715
  15. J. A. Víšek, Estimation of contamination level in the model of contaminacy with general neighbourhoods, Kybernetika 25 (1989), 278-297. (1989) MR1015033

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