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Testing composite null hypotheses based on S-divergences

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  • Ghosh, Abhik
  • Basu, Ayanendranath

Abstract

We consider robust tests for composite null hypotheses based on the S-divergence family. The asymptotic and theoretical robustness properties of the tests are derived. An illustration is provided for the normal model.

Suggested Citation

  • Ghosh, Abhik & Basu, Ayanendranath, 2016. "Testing composite null hypotheses based on S-divergences," Statistics & Probability Letters, Elsevier, vol. 114(C), pages 38-47.
    • Handle: RePEc:eee:stapro:v:114:y:2016:i:c:p:38-47
    DOI: 10.1016/j.spl.2016.02.007
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    References listed on IDEAS

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    1. A. Basu & A. Mandal & N. Martin & L. Pardo, 2013. "Testing statistical hypotheses based on the density power divergence," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 65(2), pages 319-348, April.
    2. Toma, Aida & Broniatowski, Michel, 2011. "Dual divergence estimators and tests: Robustness results," Journal of Multivariate Analysis, Elsevier, vol. 102(1), pages 20-36, January.
    3. Ayanendranath Basu & Bruce Lindsay, 1994. "Minimum disparity estimation for continuous models: Efficiency, distributions and robustness," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 46(4), pages 683-705, December.
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    1. Basu, Ayanendranath & Chakraborty, Soumya & Ghosh, Abhik & Pardo, Leandro, 2022. "Robust density power divergence based tests in multivariate analysis: A comparative overview of different approaches," Journal of Multivariate Analysis, Elsevier, vol. 188(C).
    2. A. Basu & A. Mandal & N. Martin & L. Pardo, 2018. "Testing Composite Hypothesis Based on the Density Power Divergence," Sankhya B: The Indian Journal of Statistics, Springer;Indian Statistical Institute, vol. 80(2), pages 222-262, November.
    3. Avijit Maji & Abhik Ghosh & Ayanendranath Basu & Leandro Pardo, 2019. "Robust statistical inference based on the C-divergence family," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 71(5), pages 1289-1322, October.

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