RT Journal Article
T1 Robust approach for comparing two dependent normal populations through Wald-type tests based on Rényi's pseudodistance estimators
A1 Castilla González, Elena María
A1 Jaenada Malagón, María
A1 Martín Apaolaza, Nirian
A1 Pardo Llorente, Leandro
AB Since 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.
PB Springer Nature
SN 1573-1375
YR 2022
FD 2022-10-25
LK https://hdl.handle.net/20.500.14352/71935
UL https://hdl.handle.net/20.500.14352/71935
LA eng
NO Ministerio de Ciencia e Innovación (MICINN)
DS Docta Complutense
RD 7 may 2024