Robust approach for comparing two dependent normal populations through Wald-type tests based on Rényi's pseudodistance estimators

DOI10.1007/S11222-022-10162-7zbMATH Open1499.62014arXiv2202.00982OpenAlexW4307404253MaRDI QIDQ2103976FDOQ2103976

Authors: Elena Castilla, María Jaenada, N. Martín, Leandro Pardo 

Publication date: 9 December 2022

Published in: Statistics and Computing (Search for Journal in Brave)

Abstract: Since the two seminal papers by Fisher (1915, 1921) were published, the test under a fixed value correlation coefficient null hypothesis for the bivariate normal distribution constitutes an important statistical problem. In the framework of asymptotic robust statistics, it remains being a topic of great interest to be investigated. For this and other tests, focused on paired correlated normal random samples, R'{e}nyi's pseudodistance estimators are proposed, their asymptotic distribution is established and an iterative algorithm is provided for their computation. From them the Wald-type test statistics are constructed for different problems of interest and their influence function is theoretically studied. For testing null correlation in different contexts, an extensive simulation study and two real data based examples support the robust properties of our proposal.

Full work available at URL: https://arxiv.org/abs/2202.00982

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zbMATH Keywords

robustnessinfluence functioncorrelation testWald-type testRényi pseudodistance

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Parametric hypothesis testing (62F03) Point estimation (62F10) Robustness and adaptive procedures (parametric inference) (62F35)

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Cited In (2)

• Minimizing robust density power-based divergences for general parametric density models
• Estimation and Testing on Independent Not Identically Distributed Observations Based on Rényi’s Pseudodistances

Uses Software

• R

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