Robust Hypothesis Testing via Lq-Likelihood

DOI10.5705/ss.202015.0441zbMath1392.62058arXiv1310.7278OpenAlexW2963197255MaRDI QIDQ4601254

Yichen Qin, Carey E. Priebe

Publication date: 12 January 2018

Published in: Statistica Sinica (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1310.7278

zbMATH Keywords

robustnessrelative efficiencyGross error model

Mathematics Subject Classification ID

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

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Robust change detection for large-scale data streams ⋮ Adversarially robust sequential hypothesis testing ⋮ Robustness and Tractability for Non-convex M-estimators ⋮ Maximum Lq-likelihood Estimation in Functional Measurement Error Models ⋮ Conditional maximum Lq-likelihood estimation for regression model with autoregressive error terms ⋮ Sequential probabilistic ratio test for the scale parameter of the \(P\)-norm distribution ⋮ Robust density power divergence based tests in multivariate analysis: a comparative overview of different approaches

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