Testing statistical hypotheses based on the density power divergence

DOI10.1007/S10463-012-0372-YMaRDI QIDQ1934486zbMATH OpenOpenAlexFDO

Authors Ayanendranath Basu, Abhijit Mandal, N. Martín, Leandro Pardo

Publication date 28 January 2013

Published in Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10463-012-0372-y

zbMATH Keywords

robustnessdensity power divergencetests of hypotheseslinear combination of chi-squares

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Robustness and adaptive procedures (parametric inference) (62F35)

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Cites work

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• Bibliography on the Multivariate Normal Integrals and Related Topics
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• Robust Bounded-Influence Tests in General Parametric Models
• Robust and efficient estimation by minimising a density power divergence
• Smoothing the Bootstrap
• Statistical Inference
• Sufficient Statistics with Nuisance Parameters
• THE DISTRIBUTION OF GENERAL QUADRATIC FORMS IN NORMA
• Testing the equality of correlation matrices
• The Analysis of Categorical Data From Complex Sample Surveys: Chi-Squared Tests for Goodness of Fit and Independence in Two-Way Tables
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Cited in

(31)

• Power and level robustness of a test for composite hypotheses under independent non-homogeneous data
• A discrete probabilistic model for analyzing pairwise comparison matrices
• Test for parameter change in the presence of outliers: the density power divergence-based approach
• Influence analysis of robust Wald-type tests
• On testing local hypotheses via local divergence
• Efficient and robust tests for semiparametric models
• Testing composite hypothesis based on the density power divergence
• Statistical inference based on bridge divergences
• A hybrid method for density power divergence minimization with application to robust univariate location and scale estimation
• Testing composite null hypotheses based on S-divergences
• Generalized Wald-type tests based on minimum density power divergence estimators
• Robust test for structural instability in dynamic factor models
• Robust inference using the exponential-polynomial divergence
• Robust tests for the equality of two normal means based on the density power divergence
• Robust density power divergence estimates for panel data models
• Comments on: ``Extensions of some classical methods in change point analysis
• Robust statistical inference based on the \(C\)-divergence family
• Sequential change point test in the presence of outliers: the density power divergence based approach
• Robust tests based on minimum density power divergence estimators and saddlepoint approxi\-mations
• A Robust Generalization of the Rao Test
• Robust Wald-type tests under random censoring
• A new class of robust two-sample Wald-type tests
• On the robustness of a divergence based test of simple statistical hypotheses
• Influence function analysis of the restricted minimum divergence estimators: a general form
• Robust density power divergence based tests in multivariate analysis: a comparative overview of different approaches
• The power divergence and the density power divergence families: the mathematical connection
• Robustness of minimum density power divergence estimators and Wald-type test statistics in loglinear models with multinomial sampling
• Robust Statistical Engineering by Means of Scaled Bregman Distances
• LIKELIHOOD DIVERGENCE STATISTICS FOR TESTING HYPOTHESES ABOUT MULTIPLE POPULATION
• Robust test statsitics induced from the minimumL₂distance estimation
• On robustness of model selection criteria based on divergence measures: Generalizations of BHHJ divergence-based method and comparison

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