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

DOI10.1007/S11222-022-10162-7zbMATH Open1499.62014OpenAlexW4307404253MaRDI 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)

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

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)

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.

Recommendations

• A robust test for testing the correlation coefficient
• Comparing dependent robust correlations
• Rényi statistics for testing equality of autocorrelation coefficients
• Robust tests for equality of two population means under the normal model
• A robust Wald-type test for testing the equality of two means from log-normal samples

Cites work

• scientific article; zbMATH DE number 3173999 (Why is no real title available?)
• scientific article; zbMATH DE number 3954047 (Why is no real title available?)
• scientific article; zbMATH DE number 1964693 (Why is no real title available?)
• scientific article; zbMATH DE number 2221907 (Why is no real title available?)
• scientific article; zbMATH DE number 3036187 (Why is no real title available?)
• A NOTE ON NORMAL CORRELATION
• A comparison of related density-based minimum divergence estimators
• Approximation Theorems of Mathematical Statistics
• Choosing a robustness tuning parameter
• Comparing the variances of two dependent variables
• Decomposable pseudodistances and applications in statistical estimation
• Efficiency versus robustness: The case for minimum Hellinger distance and related methods
• Estimation and Testing on Independent Not Identically Distributed Observations Based on Rényi’s Pseudodistances
• Influence functions for certain parameters in multivariate analysis
• Minimum Hellinger Distance Estimation for Multivariate Location and Covariance
• Minimum Hellinger Distance Estimation for the Analysis of Count Data
• Minimum Hellinger distance estimates for parametric models
• On the `optimal' density power divergence tuning parameter
• On using influence functions for testing multivariate normality
• Optimal robust M-estimators using Rényi pseudodistances
• Robust Wald-type tests based on minimum Rényi pseudodistance estimators for the multiple linear regression model
• Robust estimation and outlier detection with correlation coefficients
• Robust parameter estimation with a small bias against heavy contamination
• Statistical Analysis with Missing Data, Third Edition
• Statistical Inference
• TESTS OF SIGNIFICANCE IN MULTIVARIATE ANALYSIS
• The Influence Function and its Application to Data Validation

Cited in

(2)

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

Describes a project that uses

Uses Software

• R

This page was built for publication: Robust approach for comparing two dependent normal populations through Wald-type tests based on Rényi's pseudodistance estimators

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2103976)