A Robust Generalization of the Rao Test-Reference-Cited by-同舟云学术

A Robust Generalization of the Rao Test

Published:2021-03-03 Issue: Volume: Page:1-12
ISSN:0735-0015
Container-title:Journal of Business & Economic Statistics
language:en
Short-container-title:Journal of Business & Economic Statistics

Author:

Basu Ayanendranath¹,Ghosh Abhik¹,Martin Nirian²³,Pardo Leandro²⁴

Affiliation:

1. Interdisciplinary Statistical Research Unit, Indian Statistical Institute, Kolkata, India

2. Interdisciplinary Mathematics Institute, Complutense University of Madrid, Madrid, Spain

3. Department of Financial and Actuarial Economics & Statistics, Complutense University of Madrid, Madrid, Spain

4. Department of Statistics and Operations Research, Complutense University of Madrid, Madrid, Spain

Funder

Ministerio de Ciencia, Innovacion y Universidades, Government of Spain

Science and Engineering Research Board, Government of India

Publisher

Informa UK Limited

Subject

Statistics, Probability and Uncertainty,Economics and Econometrics,Social Sciences (miscellaneous),Statistics and Probability

Link

https://www.tandfonline.com/doi/pdf/10.1080/07350015.2021.1876711

Reference33 articles.

1. Maximum-Likelihood Estimation of Parameters Subject to Restraints

2. Alyakin, A., Qin, Y., and Priebe, C. E. (2019), “LqRT: Robust Hypothesis Testing of Location Parameters Using Lq-Likelihood-Ratio-Type Test in Python,” arXiv no. 1911.11922.

3. Robust and efficient estimation by minimising a density power divergence

4. Testing statistical hypotheses based on the density power divergence

5. Generalized Wald-type tests based on minimum density power divergence estimators

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