Robust density power divergence based tests in multivariate analysis: a comparative overview of different approaches

DOI10.1016/j.jmva.2021.104846zbMath1493.62332OpenAlexW3204696978MaRDI QIDQ2062788

Abhik Ghosh, Ayanendranath Basu, Soumya Chakraborty, Leandro Pardo

Publication date: 3 January 2022

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2021.104846

zbMATH Keywords

minimum density power divergence estimatormultivariate normal modelWald-type testslikelihood ratio-type testspower and level influence functionRao-type tests

Mathematics Subject Classification ID

Hypothesis testing in multivariate analysis (62H15) Robustness and adaptive procedures (parametric inference) (62F35)

Uses Software

• LqRT

Cites Work

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