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Generalized Wald-type tests based on minimum...
Journal article

Generalized Wald-type tests based on minimum density power divergence estimators

Abstract

In testing of hypothesis, the robustness of the tests is an important concern. Generally, the maximum likelihood-based tests are most efficient under standard regularity conditions, but they are highly non-robust even under small deviations from the assumed conditions. In this paper, we have proposed generalized Wald-type tests based on minimum density power divergence estimators for parametric hypotheses. This method avoids the use of …

Authors

Basu A; Mandal A; Martin N; Pardo L

Journal

Statistics, Vol. 50, No. 1, pp. 1–26

Publisher

Taylor & Francis

Publication Date

January 2, 2016

DOI

10.1080/02331888.2015.1016435

ISSN

0233-1888

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