On the robustness of a divergence based test of simple statistical hypotheses

The most popular hypothesis testing procedure, the likelihood ratio test, is known to be highly non-robust in many real situations. Basu et al. (2013a) provided an alternative robust procedure of hypothesis testing based on the density power divergence; however, although the robustness properties of...

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Veröffentlicht in:	Journal of statistical planning and inference Jg. 161; S. 91 - 108
Hauptverfasser:	Ghosh, Abhik, Basu, Ayanendranath, Pardo, Leandro
Format:	Journal Article
Sprache:	Englisch
Veröffentlicht:	Elsevier B.V 01.06.2015
Schlagworte:	[formula omitted]-divergence Hypothesis testing Robustness Hypothesis testing Robustness S-divergence
ISSN:	0378-3758, 1873-1171
Online-Zugang:	Volltext
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