On the robustness of a divergence based test of simple statistical hypotheses

DOI10.1016/J.JSPI.2015.01.003zbMath1311.62075arXiv1404.5126OpenAlexW2087662557MaRDI QIDQ2344395

Abhik Ghosh, Ayanendranath Basu, Leandro Pardo

Publication date: 15 May 2015

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1404.5126

zbMATH Keywords

robustnesshypothesis testing\(S\)-divergence

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Nonparametric robustness (62G35)

Related Items (12)

The minimum \(S\)-divergence estimator under continuous models: the Basu-Lindsay approach ⋮ Influence analysis of robust Wald-type tests ⋮ Testing composite null hypotheses based on \(S\)-divergences ⋮ Test for parameter change in the presence of outliers: the density power divergence-based approach ⋮ On the consistency and the robustness in model selection criteria ⋮ A robust generalization and asymptotic properties of the model selection criterion family ⋮ Robust Wald-type tests for non-homogeneous observations based on the minimum density power divergence estimator ⋮ A new class of robust two-sample Wald-type tests ⋮ Asymptotic properties of minimum \(S\)-divergence estimator for discrete models ⋮ Robust density power divergence based tests in multivariate analysis: a comparative overview of different approaches ⋮ Robust statistical inference based on the \(C\)-divergence family ⋮ Influence function analysis of the restricted minimum divergence estimators: a general form

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Dual divergence estimators and tests: robustness results
• A new chi-square approximation to the distribution of non-negative definite quadratic forms in non-central normal variables
• Influence curves of general statistics
• Efficiency versus robustness: The case for minimum Hellinger distance and related methods
• Testing statistical hypotheses based on the density power divergence
• A generalized divergence for statistical inference
• Robust and efficient estimation by minimising a density power divergence
• Robust Bounded-Influence Tests in General Parametric Models
• IX. On the problem of the most efficient tests of statistical hypotheses
• The Logic of Inductive Inference
• Linear Combinations of Non-Central Chi-Square Variates
• Series Representations of Distributions of Quadratic Forms in Normal Variables. I. Central Case
• On the Distribution of Linear Combinations of Non-central Chi-Squares
• The Large-Sample Distribution of the Likelihood Ratio for Testing Composite Hypotheses
• Statistical Inference

This page was built for publication: On the robustness of a divergence based test of simple statistical hypotheses