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A Robust Generalization of the Rao Test

This article presents new families of Rao-type test statistics based on the minimum density power divergence estimators which provide robust generalizations for testing simple and composite null hypotheses. The asymptotic null distributions of the proposed tests are obtained and their robustness properties are also theoretically studied. Numerical illustrations are provided to substantiate the theory developed. On the whole, the proposed tests are seen to be excellent alternatives to the classical Rao test as well as other well-known tests.

Ketersediaan

Informasi Detail

Judul Seri

JOURNAL OF BUSINESS AND ECONOMIC STATISTICS; Vol.40 No.2 April 2022

No. Panggil

-

Penerbit

: .,

Deskripsi Fisik

p. 868-879

Bahasa

English

ISBN/ISSN

-

Klasifikasi

NONE

Tipe Isi

-

Tipe Media

-

Tipe Pembawa

-

Edisi

-

Subjek

INFLUENCE FUNCTION
MINIMUM DENSITY POWER DIVERGENCE ESTIMATOR
POWER AND LEVEL INFLUENCE FUNCTION
RAO TEST
RAO-TYPE TEST

Info Detail Spesifik

https://doi.org/10.1080/07350015.2021.1876711

Pernyataan Tanggungjawab

Ayanendranath Basu, Abhik Ghosh, Nirian Martin, Leandro Pardo

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