RT Journal Article
T1 Robust Test Statistics Based on Restricted Minimum Rényi’s Pseudodistance Estimators
A1 Jaenada Malagón, María
A1 Miranda Menéndez, Pedro
A1 Pardo Llorente, Leandro
AB The Rao’s score, Wald and likelihood ratio tests are the most common procedures for testing hypotheses in parametric models. None of the three test statistics is uniformly superior to the other two in relation with the power function, and moreover, they are first-order equivalent and asymptotically optimal. Conversely, these three classical tests present serious robustness problems, as they are based on the maximum likelihood estimator, which is highly non-robust. To overcome this drawback, some test statistics have been introduced in the literature based on robust estimators, such as robust generalized Wald-type and Rao-type tests based on minimum divergence estimators. In this paper, restricted minimum Rényi’s pseudodistance estimators are defined, and their asymptotic distribution and influence function are derived. Further, robust Rao-type and divergence-based tests based on minimum Rényi’s pseudodistance and restricted minimum Rényi’s pseudodistance estimators are considered, and the asymptotic properties of the new families of tests statistics are obtained. Finally, the robustness of the proposed estimators and test statistics is empirically examined through a simulation study, and illustrative applications in real-life data are analyzed.
PB MDPI
SN 1099-4300
YR 2022
FD 2022
LK https://hdl.handle.net/20.500.14352/105650
UL https://hdl.handle.net/20.500.14352/105650
LA eng
NO Ministerio de Ciencia, Innovación y Universidades
DS Docta Complutense
RD 11 abr 2025