Robust Wald-type tests based on minimum Rényi pseudodistance estimators for the multiple linear regression model

DOI10.1080/00949655.2020.1787410MaRDI QIDQ5036901zbMATH OpenOpenAlexFDO

Authors

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/10.1080/00949655.2020.1787410

zbMATH Keywords

influence functionminimum density power divergence estimatormultiple regression modelrobustnessRényi pseudodistance

Mathematics Subject Classification ID

Statistics (62-XX) Point estimation (62F10) Asymptotic properties of parametric estimators (62F12) Robustness and adaptive procedures (parametric inference) (62F35) Hypothesis testing in multivariate analysis (62H15) Linear regression; mixed models (62J05)

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Cited in

(2)

• Sharpening Wald-type inference in robust regression for small samples
• Robust approach for comparing two dependent normal populations through Wald-type tests based on Rényi's pseudodistance estimators

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