Influence analysis of robust Wald-type tests

DOI10.1016/j.jmva.2016.01.004zbMath1336.62110arXiv1406.6519OpenAlexW1747062003MaRDI QIDQ272063

Abhik Ghosh, Nirian Martín, Abhijit Mandal, Leandro Pardo

Publication date: 20 April 2016

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

Full work available at URL: https://arxiv.org/abs/1406.6519

zbMATH Keywords

robustnesschi-square inflation factordivergence measuresinfluence functionsminimum density power divergence estimatorsWald-type test statistics

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Robustness and adaptive procedures (parametric inference) (62F35)

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