Title:
|
Discriminability of robust test under heavy contamination (English) |
Author:
|
Rubio, Asunción Maria |
Author:
|
Víšek, Jan Ámos |
Language:
|
English |
Journal:
|
Kybernetika |
ISSN:
|
0023-5954 |
Volume:
|
29 |
Issue:
|
4 |
Year:
|
1993 |
Pages:
|
379-390 |
. |
Category:
|
math |
. |
MSC:
|
62F03 |
MSC:
|
62F35 |
idZBL:
|
Zbl 0850.62327 |
idMR:
|
MR1247884 |
. |
Date available:
|
2009-09-24T18:41:30Z |
Last updated:
|
2012-06-06 |
Stable URL:
|
http://hdl.handle.net/10338.dmlcz/125633 |
. |
Reference:
|
[1] M. Abramowitz, I. A. Stegun: Handbook of Mathematical Functions with Formulas, Graphs and Mathematical Tables.Dover Publications, 1964. Zbl 0171.38503, MR 1225604 |
Reference:
|
[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. Zbl 0424.62010, MR 0557595 |
Reference:
|
[3] C. A. Field, E. M. Ronchetti: Small Sample Asymptotics.A manuscript of a book, 1988. |
Reference:
|
[4] F. R. Hampel: The influence curve and its role in robust estimation.J. Amer. Statist. Assoc. 60 (1974), 364, 383-393. Zbl 0305.62031, MR 0362657 |
Reference:
|
[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. MR 0829458 |
Reference:
|
[6] P. J. Huber: Robust estimation of a location parameter.Ann. Math. Statist. 35 (1964), 73-101. Zbl 0136.39805, MR 0161415 |
Reference:
|
[7] P. J. Huber, V. Strassen: Minimax tests and the Neyman-Pearson lemma for capacities.Ann. Statist. 1 (1973), 251-263. Zbl 0259.62008, MR 0356306 |
Reference:
|
[8] D. Lambert: Influence functions for testing.J. Amer. Statist. Assoc. 76 (1981), 375, 649-657. Zbl 0472.62047 |
Reference:
|
[9] H. Rieder: Least favorable pairs for special capacities.Ann. Statist. 5 (1977), 5, 909-921. Zbl 0371.62074, MR 0468005 |
Reference:
|
[10] G. G. Roussas: Contiguity of Probability Measures.Cambridge Univ. Press, Cambridge 1972. Russian translation: Izdatelstvo Mir, Moscow 1975. Zbl 0265.60003, MR 0359099 |
Reference:
|
[11] A. Rubio L. Aguilar, J. A. Víšek: Testing difference of models.Computational Statistics 8 (1993), 57-70. MR 1220337 |
Reference:
|
[12] A. Rubio, J. A. Víšek: Estimating the contamination level of data in the framework of linear regression analysis.Questtio 1993 (to appear). MR 1476149 |
Reference:
|
[13] J. A. Víšek: On second order efficiency of a robust test and approximations of its error probabilities.Kybernetika 19 (1983), 3, 387-407. MR 0729030 |
Reference:
|
[14] J. A. Víšek: Estimating contamination level.In: Proc. Fifth Pannonian Symposium on Mathematical Statistics, Visegrad, Hungary 1985, pp. 401-414. MR 0956715 |
Reference:
|
[15] J. A. Víšek: Estimation of contamination level in the model of contaminacy with general neighbourhoods.Kybernetika 25 (1989), 278-297. MR 1015033 |
. |