Tests of hypotheses in discrete models based on the penalized Hellinger distance

DOI10.1016/0167-7152(95)00101-8zbMath0849.62012OpenAlexW1979957669MaRDI QIDQ1916219

Ian R. Harris, Ayanendranath Basu, Srabashi Basu

Publication date: 1 September 1996

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(95)00101-8

zbMATH Keywords

robustnesslikelihood ratio testsimulation resultsWald testRao testdiscrete parametric modelslimiting chi-square distributionspenalized Hellinger distances

Mathematics Subject Classification ID

Point estimation (62F10) Robustness and adaptive procedures (parametric inference) (62F35) Asymptotic properties of parametric tests (62F05)

Related Items (10)

Hypothesis testing for two discrete populations based on the Hellinger distance ⋮ Minimum negative exponential disparity estimation in parametric models ⋮ Multinomial goodness-of-fit tests under inlier modification ⋮ Some variants of minimum disparity estimation ⋮ Minimum disparity inference and the empty cell penalty: asymptotic results ⋮ IMPROVED ESTIMATORS OF BREGMAN DIVERGENCE FOR MODEL SELECTION IN SMALL SAMPLES ⋮ Minimum disparity estimation: improved efficiency through inlier modification ⋮ Robust density power divergence based tests in multivariate analysis: a comparative overview of different approaches ⋮ ROBUST INFERENCE IN PARAMETRIC MODELS USING THE FAMILY OF GENERALIZED NEGATIVE EXPONENTIAL DISPARITIES ⋮ The residual adjustment function and weighted likelihood: a graphical interpretation of robustness of minimum disparity estimators.

Cites Work

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• Minimum Hellinger distance estimates for parametric models
• Efficiency versus robustness: The case for minimum Hellinger distance and related methods
• Breakdown Robustness of Tests
• Minimum Hellinger Distance Estimation for the Analysis of Count Data
• The Large-Sample Distribution of the Likelihood Ratio for Testing Composite Hypotheses

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