Linear Approximations to the Power Function of Robust Tests

被引：0

作者：

Garcia-Perez, A. ^{[1
]}

机构：

[1] Univ Nacl Educ Distancia, Dept Estat, IO & CN, E-28040 Madrid, Spain

来源：

COMBINING SOFT COMPUTING AND STATISTICAL METHODS IN DATA ANALYSIS | 2010年 / 77卷

关键词：

Power Function; Robust Test; Tail Area Influence Function;

D O I：

暂无

中图分类号：

TP18 [人工智能理论];

学科分类号：

081104 ; 0812 ; 0835 ; 1405 ;

摘要：

The main characteristics of robust tests, such as the power function, are computed using the asymptotic distribution of the robust test statistics because the finite sample one is unmanageable. In this paper we propose a finite sample linear approximation to the power function of a robust test obtained using the von Mises expansion of the functional Tail Probability.

引用

页码：297 / 303

页数：7

共 8 条

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[2] Fernholz L.T., 1983, Lecture Notes in Statistics, V19
[3] Von mises approximation of the critical value of a test
Garcia-Pérez, A
[J]. TEST, 2003, 12 (02) : 385 - 411
[4] GARCIAPEREZ A, 2010, METRIKA IN PRESS
[5] GARCIAPEREZ A, 2010, LINEAR APPROXI UNPUB
[6] EXPANSIONS FOR THE DISTRIBUTION AND QUANTILES OF A REGULAR FUNCTIONAL OF THE EMPIRICAL DISTRIBUTION WITH APPLICATIONS TO NONPARAMETRIC CONFIDENCE-INTERVALS
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[J]. ANNALS OF STATISTICS, 1983, 11 (02) : 577 - 587
[7] ASYMPTOTIC-BEHAVIOR OF M-ESTIMATORS FOR THE LINEAR-MODEL
YOHAI, VJ
MARONNA, RA
[J]. ANNALS OF STATISTICS, 1979, 7 (02) : 258 - 268
[8] [No title captured]

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