On the dependence of the test error probabilities on the contamination level

DOI10.1080/02331888608801905zbMath0587.62050OpenAlexW1970459258MaRDI QIDQ3713338

Jan Ámos Víšek

Publication date: 1986

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331888608801905

zbMATH Keywords

sensitivitycontaminationerror probabilitiesChernoff theoremrobust testmost powerful testfinite sample sizefixed alternativeStein lemmaweak regularity conditionsfixed hypothesisHuber's modelinfinitesimal deviations

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Robustness and adaptive procedures (parametric inference) (62F35) Asymptotic properties of parametric tests (62F05)

Related Items (1)

Sensitivity of the test error probabilities with respect to the level of contamination in general model of contaminacy

Cites Work

• Unnamed Item
• Least favorable pairs for special capacities
• Minimax tests and the Neyman-Pearson lemma for capacities
• Sensitivity of the test risk with respect to contamination
• The Influence Curve and Its Role in Robust Estimation
• A Robust Version of the Probability Ratio Test

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