{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,5,16]],"date-time":"2026-05-16T16:07:30Z","timestamp":1778947650109,"version":"3.51.4"},"reference-count":25,"publisher":"Cambridge University Press (CUP)","issue":"1","license":[{"start":{"date-parts":[[2009,2,11]],"date-time":"2009-02-11T00:00:00Z","timestamp":1234310400000},"content-version":"unspecified","delay-in-days":6557,"URL":"https:\/\/www.cambridge.org\/core\/terms"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["Econom. Theory"],"published-print":{"date-parts":[[1991,3]]},"abstract":"<jats:p>This paper investigates the local robustness properties of a general class of multidimensional tests based on <jats:italic>M<\/jats:italic>-estimators. These tests are shown to inherit the efficiency and robustness properties of the estimators on which they are based. In particular, it is shown that small perturbations of the distribution of the observations can have arbitrarily large effects on the asymptotic level and power of tests based on estimators that do not possess a bounded influence function. An asymptotic \u2018admissibility\u2019 result is also presented, which provides a justification for tests based on optimal bounded-influence estimators.<\/jats:p>","DOI":"10.1017\/s0266466600004242","type":"journal-article","created":{"date-parts":[[2009,3,10]],"date-time":"2009-03-10T11:46:16Z","timestamp":1236685576000},"page":"69-84","source":"Crossref","is-referenced-by-count":20,"title":["Robust <i>M<\/i>-Tests"],"prefix":"10.1017","volume":"7","author":[{"given":"Franco","family":"Peracchi","sequence":"first","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"56","published-online":{"date-parts":[[2009,2,11]]},"reference":[{"key":"S0266466600004242_ref023","doi-asserted-by":"publisher","DOI":"10.1002\/9780470316481"},{"key":"S0266466600004242_ref020","doi-asserted-by":"publisher","DOI":"10.1007\/BF00531978"},{"key":"S0266466600004242_ref019","unstructured":"19. Ronchetti E. Robust testing in linear models: The infinitesimal approach, unpublished Ph.D. Thesis, ETH, Zurich, 1982."},{"key":"S0266466600004242_ref018","doi-asserted-by":"publisher","DOI":"10.1214\/aos\/1176344312"},{"key":"S0266466600004242_ref016","volume-title":"Probability and Statistics: The Cramer Volume","author":"Neyman","year":"1958"},{"key":"S0266466600004242_ref015","doi-asserted-by":"publisher","DOI":"10.2307\/1911011"},{"key":"S0266466600004242_ref012","first-page":"19","article-title":"Robust properties of likelihood ratio tests","volume":"69","author":"Kent","year":"1982","journal-title":"Biometrika"},{"key":"S0266466600004242_ref011","doi-asserted-by":"publisher","DOI":"10.1002\/0471725250"},{"key":"S0266466600004242_ref009","doi-asserted-by":"publisher","DOI":"10.2307\/1913827"},{"key":"S0266466600004242_ref008","doi-asserted-by":"publisher","DOI":"10.2307\/1912775"},{"key":"S0266466600004242_ref007","volume-title":"Robust Statistics: The Approach Based on Influence Functions","author":"Hampel","year":"1986"},{"key":"S0266466600004242_ref006","doi-asserted-by":"publisher","DOI":"10.1080\/01621459.1974.10482962"},{"key":"S0266466600004242_ref017","doi-asserted-by":"publisher","DOI":"10.1080\/07474939008800174"},{"key":"S0266466600004242_ref025","doi-asserted-by":"publisher","DOI":"10.1214\/aos\/1176345589"},{"key":"S0266466600004242_ref013","doi-asserted-by":"publisher","DOI":"10.1080\/01621459.1982.10477855"},{"key":"S0266466600004242_ref010","volume-title":"Advances in Econometrics, Fifth World Congress","author":"Holly","year":"1987"},{"key":"S0266466600004242_ref003","first-page":"19","article-title":"A tail area influence function and its application to testing","author":"Field","year":"1985","journal-title":"Communications in Statistics"},{"key":"S0266466600004242_ref024","doi-asserted-by":"publisher","DOI":"10.1016\/0165-1765(87)90069-3"},{"key":"S0266466600004242_ref021","doi-asserted-by":"publisher","DOI":"10.1016\/0771-050X(81)90013-9"},{"key":"S0266466600004242_ref022","doi-asserted-by":"publisher","DOI":"10.1093\/biomet\/67.1.93"},{"key":"S0266466600004242_ref001","doi-asserted-by":"publisher","DOI":"10.2307\/1403349"},{"key":"S0266466600004242_ref004","doi-asserted-by":"publisher","DOI":"10.1214\/aos\/1176344003"},{"key":"S0266466600004242_ref014","doi-asserted-by":"publisher","DOI":"10.1080\/01621459.1981.10477699"},{"key":"S0266466600004242_ref005","unstructured":"5. Gourieroux C. & Monfort A. . A general theory for asymptotic tests, Document de Travail No. 8509, INSEE, Paris, 1985."},{"key":"S0266466600004242_ref002","doi-asserted-by":"publisher","DOI":"10.1007\/978-1-4612-5604-5"}],"container-title":["Econometric Theory"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/www.cambridge.org\/core\/services\/aop-cambridge-core\/content\/view\/S0266466600004242","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2019,5,17]],"date-time":"2019-05-17T18:32:04Z","timestamp":1558117924000},"score":1,"resource":{"primary":{"URL":"https:\/\/www.cambridge.org\/core\/product\/identifier\/S0266466600004242\/type\/journal_article"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[1991,3]]},"references-count":25,"journal-issue":{"issue":"1","published-print":{"date-parts":[[1991,3]]}},"alternative-id":["S0266466600004242"],"URL":"https:\/\/doi.org\/10.1017\/s0266466600004242","relation":{},"ISSN":["0266-4666","1469-4360"],"issn-type":[{"value":"0266-4666","type":"print"},{"value":"1469-4360","type":"electronic"}],"subject":[],"published":{"date-parts":[[1991,3]]}}}