A new robust and most powerful test in the presence of local misspecification

DOI10.1080/03610926.2016.1177077zbMath1376.62027OpenAlexW2491620938MaRDI QIDQ5367297

Anil K. Bera, Gabriel V. Montes-Rojas, Walter Sosa-Escudero

Publication date: 12 October 2017

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://openaccess.city.ac.uk/id/eprint/15067/1/LSTA-2015-0069_accepted.pdf

zbMATH Keywords

local misspecificationRao's score testspecification testingNeyman's \(C(\alpha)\)

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Nonparametric robustness (62G35)

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