caa a22 4500 477063098 CHVBK 20180405111406.0 cr unu---uuuuu 170330e19960601xx s 000 0 eng 10.1007/BF00054792 doi (NATIONALLICENCE)springer-10.1007/BF00054792 Bahadur efficiency and robustness of studentized score tests [Elektronische Daten] [Xuming He, Qi-man Shao] We derive the exact Bahadur slopes of studentized score tests for a simple null hypothesis in a one-parameter family of distributions. The Student's t-test is included as a special case for which a recent result of Rukhin (1993, Sankhyā Ser. A, 55, 159-163) was improved upon. It is shown that locally optimal Bahadur efficiency for one-sample location models with a known or estimated scale parameter is attained within the class of studentized score tests. The studentized test has an asymptotic null distribution free of the scale parameter, and the optimality of likelihood scores does not depend on the existence of a moment generating function. We also consider the influence function and breakdown point of such tests as part of our robustness investigation. The influence of any studentized score test is bounded from above, indicating certain degree of robustness of validity, but a bounded score function is needed to cap the influence from below and to ensure a high power breakdown point. We find that the standard Huber-type score tests are not only locally minimax in Bahadur efficiency, but also very competitive in global efficiency at a variety of location models. The Institute of Statistical Mathematics, 1996 Bahadur slope nationallicence efficiency nationallicence influence function nationallicence score test nationallicence He Xuming Department of Statistics, University of Illinois, 61820, Champaign, IL, U.S.A. aut Shao Qi-man Department of Mathematics, National University of Singapore, 0511, Singapore aut Annals of the Institute of Statistical Mathematics Kluwer Academic Publishers 48/2(1996-06-01), 295-314 0020-3157 48:2<295 1996 48 10463 https://doi.org/10.1007/BF00054792 text/html Onlinezugriff via DOI 1 research-article jats NATIONALLICENCE 856 40 https://doi.org/10.1007/BF00054792 text/html Onlinezugriff via DOI NATIONALLICENCE 700 1- He Xuming Department of Statistics, University of Illinois, 61820, Champaign, IL, U.S.A aut NATIONALLICENCE 700 1- Shao Qi-man Department of Mathematics, National University of Singapore, 0511, Singapore aut NATIONALLICENCE 773 0- Annals of the Institute of Statistical Mathematics Kluwer Academic Publishers 48/2(1996-06-01), 295-314 0020-3157 48:2<295 1996 48 10463 Metadata rights reserved Springer special CC-BY-NC licence nationallicence BK010053 XK010053 XK010000 NATIONALLICENCE NATIONALLICENCE NL-springer