The \(p\) value line: a way to choose the tuning constant in tests based on the Huber M-estimator

DOI10.1007/s11749-014-0361-yzbMath1308.62052OpenAlexW2041849640MaRDI QIDQ2513940

Yanyan Li

Publication date: 29 January 2015

Published in: Test (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11749-014-0361-y

zbMATH Keywords

\(p\)-valuevon Mises expansionHuber M-estimatorrobustness in hypothesis testingtuning constant

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Robustness and adaptive procedures (parametric inference) (62F35)

Related Items (1)

A von Mises approximation to the small sample distribution of the trimmed mean

Uses Software

• R
• robustbase

Cites Work

• Another look at the tail area influence function
• A linear approximation to the power function of a test
• Expansions for the distribution and quantiles of a regular functional of the empirical distribution with applications to nonparametric confidence intervals
• A Hausman-type test to detect the presence of influential outliers in regression analysis
• Asymptotic lognormality of P-values
• The p-value Line: A Way to Choose from Different Test Results
• An Outlier-Robust Fit for Generalized Additive Models With Applications to Disease Outbreak Detection
• A tail area influence function and its application to testing
• Robust Inference for Generalized Linear Models
• Extending the Hausman Test to Check for the Presence of Outliers
• Robust Statistics
• Expected Significance Level as a Sensitivity Index for Test Statistics
• Stochastic Comparison of Tests

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