Efficient robust tests in parametric models

DOI10.1007/BF00533714zbMath0446.62035MaRDI QIDQ3891576

Rudolf Beran

Publication date: 1981

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)

zbMATH Keywords

adaptive testsHellinger metricregular parametric modelasymptotically minimax testefficient robust tests

Mathematics Subject Classification ID

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

Related Items

Testing nonparametric statistical functionals with applications to rank tests, Robust test statsitics induced from the minimumL₂distance estimation

Cites Work

• A robust asymptotic testing model
• Minimax tests and the Neyman-Pearson lemma for capacities
• Efficient robust estimates in parametric models
• Robust estimation via minimum distance methods
• A Robust Version of the Probability Ratio Test
• A General Qualitative Definition of Robustness
• Consistency and Asymptotic Normality of MLE's for Exponential Models
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