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