Robust Hypothesis Testing via Lq-Likelihood
نویسندگان
چکیده
منابع مشابه
Robust Hypothesis Testing via Lq-Likelihood
This article introduces a robust hypothesis testing procedure: the Lq-likelihoodratio-type test (LqRT). By deriving the asymptotic distribution of this test statistic, the authors demonstrate its robustness both analytically and numerically, and they investigate the properties of both its influence function and its breakdown point. A proposed method to select the tuning parameter q offers a goo...
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ژورنال
عنوان ژورنال: Statistica Sinica
سال: 2018
ISSN: 1017-0405
DOI: 10.5705/ss.202015.0441