On second order efficiency of a robust test and approximations of its error probabilities

Jan Ámos Víšek

Kybernetika (1983)

  • Volume: 19, Issue: 5, page 387-407
  • ISSN: 0023-5954

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Víšek, Jan Ámos. "On second order efficiency of a robust test and approximations of its error probabilities." Kybernetika 19.5 (1983): 387-407. <http://eudml.org/doc/28941>.

@article{Víšek1983,
author = {Víšek, Jan Ámos},
journal = {Kybernetika},
keywords = {asymptotically minimax robust test; most powerful robust test; second order Edgeworth expansion; normal; gamma distribution; local alternatives},
language = {eng},
number = {5},
pages = {387-407},
publisher = {Institute of Information Theory and Automation AS CR},
title = {On second order efficiency of a robust test and approximations of its error probabilities},
url = {http://eudml.org/doc/28941},
volume = {19},
year = {1983},
}

TY - JOUR
AU - Víšek, Jan Ámos
TI - On second order efficiency of a robust test and approximations of its error probabilities
JO - Kybernetika
PY - 1983
PB - Institute of Information Theory and Automation AS CR
VL - 19
IS - 5
SP - 387
EP - 407
LA - eng
KW - asymptotically minimax robust test; most powerful robust test; second order Edgeworth expansion; normal; gamma distribution; local alternatives
UR - http://eudml.org/doc/28941
ER -

References

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  1. R. R. Bahadur, Some Limit Theorems in Statistics, Society for Industrial and Applied Mathematics, Philadelphia, Pennsylvania 19103. Zbl0257.62015MR0315820
  2. P. J. Bickel D. M. Chibisov, W. R. van Zwet, On efficiency of first and second order, Internat. Statist. Rev. 49 (1981), 169-175. (1981) MR0633598
  3. J. Hájek, Sampling from Finite Population, M. Dekker, Inc., New York 1981. (1981) MR0627744
  4. F. R. Hampel, The influence curve and its role in robust estimation, J. Amer. Statist. Assoc. 69 (1974), 383-393. (1974) Zbl0305.62031MR0362657
  5. P. J. Huber, V. Strassen, Minimax tests and Neyman-Pearson lemma for capacities, Ann. Statist. 1 (1973), 251-263. (1973) MR0356306
  6. H. Rieder, Least favourable pairs for special capacities, Ann. Statist. 5 (1977), 909 - 912. (1977) MR0468005
  7. H. Rieder, A robust asymptotic testing model, Ann. Statist. 6 (1978), 1080-1094. (1978) Zbl0411.62020MR0499574
  8. J. Stone, Adaptive maximum likelihood estimators of a location parameter, Ann. Statist. 3 (1975), 267-284. (1975) Zbl0303.62026MR0362669

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