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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
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Category: math
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MSC: 62F05
MSC: 62F35
MSC: 62G20
idZBL: Zbl 0531.62033
idMR: MR729030
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Date available: 2009-09-24T17:36:15Z
Last updated: 2012-06-05
Stable URL: http://hdl.handle.net/10338.dmlcz/125787
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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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