Robust Wald-type test statistics based on minimum C-divergence estimators

DOI10.1080/00949655.2020.1783665MaRDI QIDQ5036898zbMATH OpenOpenAlexFDO

Authors Avijit Maji, Leandro Pardo

Publication date 23 February 2022

Published in Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00949655.2020.1783665

zbMATH Keywords

\(C\)-divergence measureinfluence functionminimum \(C\)-divergence estimatorsrobustnessWald-type tests

Mathematics Subject Classification ID

Statistics (62-XX) Parametric hypothesis testing (62F03) Point estimation (62F10) Robustness and adaptive procedures (parametric inference) (62F35)

Cites work

• A generalized divergence for statistical inference
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• Influence analysis of robust Wald-type tests
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• Robust and efficient estimation by minimising a density power divergence
• Robust statistical inference based on the \(C\)-divergence family
• Robust Wald-type tests for non-homogeneous observations based on the minimum density power divergence estimator
• Statistical Inference

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