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Tests of hypotheses in discrete models based on the penalized Hellinger distance

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  • Basu, Ayanendranath
  • Harris, Ian R.
  • Basu, Srabashi
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    Abstract

    Analogues of the likelihood ratio, Rao, and Wald tests are introduced in discrete parametric models based on the family of penalized Hellinger distances. It is shown that the tests based on a particular member of this family provide attractive alternatives to the tests based on the ordinary Hellinger distance. These tests share the robustness of the Hellinger distance test, but are often closer to the likelihood-based tests at the model, especially in small samples. The convergence of ordinary Hellinger distance tests to limiting [chi]2 distributions are quite slow. The proposed tests are improvements in this respect.

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    File URL: http://www.sciencedirect.com/science/article/B6V1D-3VSNHHN-W/2/7e044c664878902b6199089cd5de748a
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    Bibliographic Info

    Article provided by Elsevier in its journal Statistics & Probability Letters.

    Volume (Year): 27 (1996)
    Issue (Month): 4 (May)
    Pages: 367-373

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    Handle: RePEc:eee:stapro:v:27:y:1996:i:4:p:367-373

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    Related research

    Keywords: Hellinger distance Robustness Likelihood ratio test Rao test Wald test;

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    Cited by:
    1. Basu, A. & Mandal, A. & Pardo, L., 2010. "Hypothesis testing for two discrete populations based on the Hellinger distance," Statistics & Probability Letters, Elsevier, vol. 80(3-4), pages 206-214, February.
    2. Park, Chanseok & Basu, Ayanendranath & G. Lindsay, Bruce, 2002. "The residual adjustment function and weighted likelihood: a graphical interpretation of robustness of minimum disparity estimators," Computational Statistics & Data Analysis, Elsevier, vol. 39(1), pages 21-33, March.
    3. Basu, Ayanendranath & Park, Chanseok & Lindsay, Bruce G. & Li, Haihong, 2004. "Some variants of minimum disparity estimation," Computational Statistics & Data Analysis, Elsevier, vol. 45(4), pages 741-763, May.
    4. Mandal, Abhijit & Basu, Ayanendranath, 2013. "Minimum disparity estimation: Improved efficiency through inlier modification," Computational Statistics & Data Analysis, Elsevier, vol. 64(C), pages 71-86.

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