Testing statistical hypotheses based on the density power divergence

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dc.contributor.authorBasu, Ayanendranath
dc.contributor.authorMandal, Abhijit
dc.contributor.authorMartín, N.
dc.contributor.authorPardo Llorente, Leandro
dc.date.accessioned2023-06-19T13:21:19Z
dc.date.available2023-06-19T13:21:19Z
dc.date.issued2013-04
dc.description.abstractThe family of density power divergences is an useful class which generates robust parameter estimates with high efficiency. None of these divergences require any non-parametric density estimate to carry out the inference procedure. However, these divergences have so far not been used effectively in robust testing of hypotheses. In this paper, we develop tests of hypotheses based on this family of divergences. The asymptotic variances of the estimators are generally different from the inverse of the Fisher information matrix, so that the usual drop-in-divergence type statistics do not lead to standard Chi-square limits. It is shown that the alternative test statistics proposed herein have asymptotic limits which are described by linear combinations of Chi-square statistics. Extensive simulation results are presented to substantiate the theory developed.
dc.description.departmentDepto. de Estadística e Investigación Operativa
dc.description.facultyFac. de Ciencias Matemáticas
dc.description.refereedTRUE
dc.description.statuspub
dc.eprint.idhttps://eprints.ucm.es/id/eprint/19865
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dc.identifier.doi10.1007/s10463-012-0372-y
dc.identifier.issn0020-3157
dc.identifier.officialurlhttp://link.springer.com/content/pdf/10.1007%2Fs10463-012-0372-y
dc.identifier.relatedurlhttp://www.springer.com
dc.identifier.urihttps://hdl.handle.net/20.500.14352/33253
dc.issue.number2
dc.journal.titleAnnals of the Institute of Statistical Mathematics
dc.language.isoeng
dc.page.final348
dc.page.initial319
dc.publisherSpringer
dc.relation.projectIDMTM 2009-10072
dc.rights.accessRightsrestricted access
dc.subject.cdu519.2
dc.subject.keywordDensity power divergence
dc.subject.keywordLinear combination of Chi-squares
dc.subject.keywordRobustness
dc.subject.keywordTests of hypotheses
dc.subject.ucmEstadística matemática (Matemáticas)
dc.subject.unesco1209 Estadística
dc.titleTesting statistical hypotheses based on the density power divergence
dc.typejournal article
dc.volume.number65
dspace.entity.typePublication
relation.isAuthorOfPublicationa6409cba-03ce-4c3b-af08-e673b7b2bf58
relation.isAuthorOfPublication.latestForDiscoverya6409cba-03ce-4c3b-af08-e673b7b2bf58
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