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Linear Approximations to the Power Function of Robust Tests

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Combining Soft Computing and Statistical Methods in Data Analysis

Part of the book series: Advances in Intelligent and Soft Computing ((AINSC,volume 77))

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Abstract

The main characteristics of robust tests, such as the power function, are computed using the asymptotic distribution of the robust test statistics because the finite sample one is unmanageable. In this paper we propose a finite sample linear approximation to the power function of a robust test obtained using the von Mises expansion of the functional Tail Probability.

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References

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Author information

Authors and Affiliations

  1. Departamento de Estadística, I.O. y C.N., Universidad Nacional de Educación a Distancia (UNED), 28040, Madrid, Spain

    A. García-Pérez

Authors
  1. A. García-Pérez
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Editor information

Editors and Affiliations

  1. Research Unit on Intelligent Data Analysis and Graphical Models, European Centre for Soft Computing Edificio Científico-Tecnológico. 3a Planta, C/ Gonzalo Gutiérrez Quirós s/n, 33600, Mieres, Spain

    Christian Borgelt , Gil González-Rodríguez  & Wolfgang Trutschnig ,  & 

  2. Departamento de Estadística e I.O. y D.M., Universidad de Oviedo, Facultad de Ciencias, C/ Calvo Sotelo s/n, 33007, Oviedo, Spain

    María Asunción Lubiano

  3. Departamento de Estadística e I.O. yD.M., Universidad de Oviedo, Facultad de Ciencias, C/ Calvo Sotelo s/n, 33007, Oviedo, Spain

    María Ángeles Gil

  4. Systems Research Institute, Polish Academy of Sciences, Newelska 6, 01-447, Warsaw, Poland

    Przemysław Grzegorzewski

  5. Systems Research Institute, Polish Academy of Science, Newelska 6, 01-447, Warsaw, Poland

    Olgierd Hryniewicz

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García-Pérez, A. (2010). Linear Approximations to the Power Function of Robust Tests. In: Borgelt, C., et al. Combining Soft Computing and Statistical Methods in Data Analysis. Advances in Intelligent and Soft Computing, vol 77. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-14746-3_37

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  • DOI: https://doi.org/10.1007/978-3-642-14746-3_37

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-642-14745-6

  • Online ISBN: 978-3-642-14746-3

  • eBook Packages: EngineeringEngineering (R0)

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