Title:
|
On second order efficiency of a robust test and approximations of its error probabilities (English) |
Author:
|
Víšek, Jan Ámos |
Language:
|
English |
Journal:
|
Kybernetika |
ISSN:
|
0023-5954 |
Volume:
|
19 |
Issue:
|
5 |
Year:
|
1983 |
Pages:
|
387-407 |
. |
Category:
|
math |
. |
MSC:
|
62F05 |
MSC:
|
62F35 |
MSC:
|
62G20 |
idZBL:
|
Zbl 0531.62033 |
idMR:
|
MR729030 |
. |
Date available:
|
2009-09-24T17:36:15Z |
Last updated:
|
2012-06-05 |
Stable URL:
|
http://hdl.handle.net/10338.dmlcz/125787 |
. |
Reference:
|
[1] R. R. Bahadur: Some Limit Theorems in Statistics.Society for Industrial and Applied Mathematics, Philadelphia, Pennsylvania 19103. Zbl 0257.62015, MR 0315820 |
Reference:
|
[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. MR 0633598 |
Reference:
|
[3] J. Hájek: Sampling from Finite Population.M. Dekker, Inc., New York 1981. MR 0627744 |
Reference:
|
[4] F. R. Hampel: The influence curve and its role in robust estimation.J. Amer. Statist. Assoc. 69 (1974), 383-393. Zbl 0305.62031, MR 0362657 |
Reference:
|
[5] P. J. Huber, V. Strassen: Minimax tests and Neyman-Pearson lemma for capacities.Ann. Statist. 1 (1973), 251-263. MR 0356306 |
Reference:
|
[6] H. Rieder: Least favourable pairs for special capacities.Ann. Statist. 5 (1977), 909 - 912. MR 0468005 |
Reference:
|
[7] H. Rieder: A robust asymptotic testing model.Ann. Statist. 6 (1978), 1080-1094. Zbl 0411.62020, MR 0499574 |
Reference:
|
[8] J. Stone: Adaptive maximum likelihood estimators of a location parameter.Ann. Statist. 3 (1975), 267-284. Zbl 0303.62026, MR 0362669 |
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