Robust C(Alpha)-type Tests for Linear Models.

Abstract

A new class of tests that can be viewed as a generalization of Neyman's optimal C(Alpha) test is introduced. An otpimally robust test which maximizes the aymptotic power within this class, subject to a bounded influence function, is selected. It is shown that it is equivalent to a certain asymptotically minimax test proposed by Wang (1981). Finally, some numerical results on the asymptotic behavior of robust C(Alpha)-type tests under several errors' and carriers' distributions are discussed. (Author)

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Document Details

Document Type
Technical Report
Publication Date
Feb 01, 1984
Accession Number
ADA143177

Entities

People

  • E. Ronchetti

Organizations

  • Princeton University

Tags

DTIC Thesaurus Topics

  • Analysis Of Variance
  • Data Science
  • Distribution Functions
  • Efficiency
  • Equations
  • Estimators
  • Information Science
  • Mathematics
  • Military Research
  • Minimax Technique
  • New York
  • Normal Distribution
  • Random Variables
  • Sequences
  • Statistical Analysis
  • Statistics
  • Universities

Fields of Study

  • Mathematics

Readers

  • Statistical inference.