Testing statistical hypotheses based on the density power divergence

DOI10.1007/s10463-012-0372-yzbMath1440.62073OpenAlexW2009873726MaRDI QIDQ1934486

Ayanendranath Basu, Abhijit Mandal, Nirian Martín, Leandro Pardo

Publication date: 28 January 2013

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10463-012-0372-y

zbMATH Keywords

robustnessdensity power divergencetests of hypotheseslinear combination of chi-squares

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Robustness and adaptive procedures (parametric inference) (62F35)

Related Items (19)

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 ⋮ Efficient and robust tests for semiparametric models ⋮ Robust density power divergence estimates for panel data models ⋮ Robust Statistical Engineering by Means of Scaled Bregman Distances ⋮ Testing composite hypothesis based on the density power divergence ⋮ Robustness of minimum density power divergence estimators and Wald-type test statistics in loglinear models with multinomial sampling ⋮ On testing local hypotheses via local divergence ⋮ Generalized Wald-type tests based on minimum density power divergence estimators ⋮ Robust test for structural instability in dynamic factor models ⋮ Sequential change point test in the presence of outliers: the density power divergence based approach ⋮ Robust density power divergence based tests in multivariate analysis: a comparative overview of different approaches ⋮ Robust statistical inference based on the \(C\)-divergence family ⋮ On the robustness of a divergence based test of simple statistical hypotheses ⋮ Influence function analysis of the restricted minimum divergence estimators: a general form ⋮ A discrete probabilistic model for analyzing pairwise comparison matrices ⋮ Robust tests for the equality of two normal means based on the density power divergence ⋮ Comments on: ``Extensions of some classical methods in change point analysis

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