Journal article
A Robust Generalization of the Rao Test
Abstract
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 …
Authors
Basu A; Ghosh A; Martin N; Pardo L
Journal
Journal of Business and Economic Statistics, Vol. 40, No. 2, pp. 868–879
Publisher
Taylor & Francis
Publication Date
April 3, 2022
DOI
10.1080/07350015.2021.1876711
ISSN
0735-0015