Robust Wald-type tests for non-homogeneous observations based on the minimum density power divergence estimator

DOI10.1007/S00184-018-0653-4zbMATH Open1402.62051arXiv1707.02333OpenAlexW3101578760WikidataQ129965668 ScholiaQ129965668MaRDI QIDQ723446FDOQ723446

Authors: Ayanendranath Basu, Abhik Ghosh, Leandro Pardo, N. Martín 

Publication date: 31 July 2018

Published in: Metrika (Search for Journal in Brave)

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.

Full work available at URL: https://arxiv.org/abs/1707.02333

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zbMATH Keywords

linear regressionPoisson regressionnon-homogeneous dataminimum density power divergence estimatorpower influence functionrobust hypothesis testingWald-type test

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Asymptotic properties of parametric estimators (62F12) Asymptotic properties of parametric tests (62F05) Generalized linear models (logistic models) (62J12) Robustness and adaptive procedures (parametric inference) (62F35)

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Cited In (16)

• Power and level robustness of a test for composite hypotheses under independent non-homogeneous data
• Robust estimation for non-homogeneous data and the selection of the optimal tuning parameter: the density power divergence approach
• Influence analysis of robust Wald-type tests
• Generalized Wald-type tests based on minimum density power divergence estimators
• Robust parametric inference for finite Markov chains
• Rothman-Woodroofe symmetry test statistic revisited
• On the applicability of several tests to models with not identically distributed random effects
• Robust Wald-type test statistics based on minimum C-divergence estimators
• Robust semiparametric inference for polytomous logistic regression with complex survey design
• Robust Wald-type tests in GLM with random design based on minimum density power divergence estimators
• On distance-type Gaussian estimation
• Robust density power divergence based tests in multivariate analysis: a comparative overview of different approaches
• A Wald-type test statistic for testing linear hypothesis in logistic regression models based on minimum density power divergence estimator
• On the Hauck–Donner Effect in Wald Tests: Detection, Tipping Points, and Parameter Space Characterization
• Robustness of minimum density power divergence estimators and Wald-type test statistics in loglinear models with multinomial sampling
• Robust test statsitics induced from the minimumL₂distance estimation

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