Bahadur efficiency and robustness of Studentized score tests

DOI10.1007/BF00054792zbMath0874.62017MaRDI QIDQ1817397

Xuming He, Qui-Man Shao

Publication date: 6 November 1997

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

zbMATH Keywords

robustnessinfluence functionbreakdown pointexact Bahadur slopesStudent \(t\)-testHuber-type score testslocally optimal Bahadur efficiencyone-parameter family of distributionsone-sample location modelsstudentized score tests

Mathematics Subject Classification ID

Robustness and adaptive procedures (parametric inference) (62F35) Asymptotic properties of parametric tests (62F05)

Related Items

Delta method in large deviations and moderate deviations for estimators

Cites Work

• Local Bahadur efficiency of score tests
• On local and nonlocal measures of efficiency
• Asymptotic lognormality of P-values
• Self-normalized laws of the iterated logarithm
• Self-normalized large deviations
• Breakdown Robustness of Tests
• Influence Functions for Testing
• The Influence Curve and Its Role in Robust Estimation
• Bahadur efficiency and probabilities of large deviations
• Robust Estimation of a Location Parameter
• A Robust Version of the Probability Ratio Test
• Student's t-Test Under Symmetry Conditions
• Stochastic Comparison of Tests
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