Robust approach for comparing two dependent normal populations through Wald-type tests based on Rényi's pseudodistance estimators

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dc.contributor.authorCastilla González, Elena María
dc.contributor.authorJaenada Malagón, María
dc.contributor.authorMartín Apaolaza, Nirian
dc.contributor.authorPardo Llorente, Leandro
dc.date.accessioned2023-06-22T10:57:20Z
dc.date.available2023-06-22T10:57:20Z
dc.date.issued2022-10-25
dc.description.abstractSince the two seminal papers by Fisher (1915, 1921) were published, the test under a fixed value correlation coefficient null hypothesis for the bivariate normal distribution constitutes an important statistical problem. In the framework of asymptotic robust statistics, it remains being a topic of great interest to be investigated. For this and other tests, focused on paired correlated normal random samples, Rényi's pseudodistance estimators are proposed, their asymptotic distribution is established and an iterative algorithm is provided for their computation. From them the Wald-type test statistics are constructed for different problems of interest and their influence function is theoretically studied. For testing null correlation in different contexts, an extensive simulation study and two real data based examples support the robust properties of our proposal.
dc.description.departmentDepto. de Estadística e Investigación Operativa
dc.description.facultyFac. de Comercio y Turismo
dc.description.facultyFac. de Ciencias Matemáticas
dc.description.refereedFALSE
dc.description.sponsorshipMinisterio de Ciencia e Innovación (MICINN)
dc.description.statusunpub
dc.eprint.idhttps://eprints.ucm.es/id/eprint/74314
dc.identifier.doi10.1007/s11222-022-10162-7
dc.identifier.issn1573-1375
dc.identifier.officialurlhttps://doi.org/10.1007/s11222-022-10162-7
dc.identifier.urihttps://hdl.handle.net/20.500.14352/71935
dc.issue.number100
dc.journal.titleStatistics and Computing
dc.language.isoeng
dc.publisherSpringer Nature
dc.relation.projectIDPGC2018-095194-B-100
dc.rightsAtribución 3.0 España
dc.rights.accessRightsopen access
dc.rights.urihttps://creativecommons.org/licenses/by/3.0/es/
dc.subject.cdu519.22
dc.subject.keywordCorrelation test
dc.subject.keywordInfluence function
dc.subject.keywordRényi pseudodistance
dc.subject.keywordRobustness
dc.subject.keywordWald-type test
dc.subject.ucmEstadística matemática (Matemáticas)
dc.subject.unesco1209 Estadística
dc.titleRobust approach for comparing two dependent normal populations through Wald-type tests based on Rényi's pseudodistance estimators
dc.typejournal article
dc.volume.number32
dspace.entity.typePublication
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relation.isAuthorOfPublication.latestForDiscovery9a67ded0-2436-44f5-bdc9-07033ae6f956
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