RT Journal Article
T1 Influence analysis of robust Wald-type tests
A1 Ghosh, A.
A1 Mandal, A.
A1 Martin, N.
A1 Pardo Llorente, Leandro
AB We consider a robust version of the classical Wald test statistics for testing simple and composite null hypotheses for general parametric models. These test statistics are based on the minimum density power divergence estimators instead of the maximum likelihood estimators. An extensive study of their robustness properties is given though the influence functions as well as the chi-square inflation factors. It is theoretically established that the level and power of these robust tests are stable against outliers, whereas the classical Wald test breaks down. Some numerical examples confirm the validity of the theoretical results.
PB Elsevier
SN 0047-259X
YR 2016
FD 2016
LK https://hdl.handle.net/20.500.14352/24512
UL https://hdl.handle.net/20.500.14352/24512
LA eng
NO Ministerio de Economia y Competitividad (MINECO)
DS Docta Complutense
RD 22 ago 2024