Resumen de Von Mises Approximation of the Critical Value of a Test
In this paper we propose a von Mises approximation of the critical value of a test and a saddlepoint approximation of it. They are specially useful to compute quantiles of complicated test statistics with a complicated distribution function, which is a very common situation in robustness studies. We also obtain the influence function of the critical value as an alternative way to analyse the robustness of a test
