Robust Wald-type tests for non-homogeneous observations based on the minimum density power divergence estimator
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Abstract: This paper considers the problem of robust hypothesis testing under non-identically distributed data. We propose Wald-type tests for both simple and composite hypothesis for independent but non-homogeneous observations based on the robust minimum density power divergence estimator of the common underlying parameter. Asymptotic and theoretical robustness properties of the proposed tests have been discussed. Application to the problem of testing the general linear hypothesis in a generalized linear model with fixed-design has been considered in detail with specific illustrations for its special cases under normal and Poisson distributions.
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Cited in
(16)- Power and level robustness of a test for composite hypotheses under independent non-homogeneous data
- Influence analysis of robust Wald-type tests
- Robust estimation for non-homogeneous data and the selection of the optimal tuning parameter: the density power divergence approach
- Robust parametric inference for finite Markov chains
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