RT Journal Article
T1 On the robustness of a divergence based test of simple statistical hypotheses
A1 Ghosh, A.
A1 Basu, A.
A1 Pardo Llorente, Leandro
AB The most popular hypothesis testing procedure, the likelihood ratio test, is known to be highly non-robust in many real situations. Basu et al. (2013a) provided an alternative robust procedure of hypothesis testing based on the density power divergence; however, although the robustness properties of the latter test were intuitively argued for by the authors together with extensive empirical substantiation of the same, no theoretical robustness properties were presented in this work. In the present paper we will consider a more general class of tests which form a superfamily of the procedures described by Basu et al. (2013a). This superfamily derives from the class of S-divergences recently proposed by Basu et al. (2013a). In this context we theoretically prove several robustness results of the new class of tests and illustrate them in the normal model. All the theoretical robustness properties of the Basu et al. (2013a) proposal follows as special cases of our results.
PB Elsevier Science
SN 0378-3758
YR 2015
FD 2015-06
LK https://hdl.handle.net/20.500.14352/24021
UL https://hdl.handle.net/20.500.14352/24021
LA eng
DS Docta Complutense
RD 28 abr 2024