Some searches may not work properly. We apologize for the inconvenience.
My bibliography Save this articleInfluence analysis of robust Wald-type tests
Author
Abstract
Suggested Citation
DOI: 10.1016/j.jmva.2016.01.004
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Ronchetti, Elvezio & Trojani, Fabio, 2001. "Robust inference with GMM estimators," Journal of Econometrics, Elsevier, vol. 101(1), pages 37-69, March.
- 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.
- Abhik Ghosh & Ayanendranath Basu, 2015. "Robust estimation for non-homogeneous data and the selection of the optimal tuning parameter: the density power divergence approach," Journal of Applied Statistics, Taylor & Francis Journals, vol. 42(9), pages 2056-2072, September.
- Toma, Aida & Broniatowski, Michel, 2011. "Dual divergence estimators and tests: Robustness results," Journal of Multivariate Analysis, Elsevier, vol. 102(1), pages 20-36, January.
- Van Aelst, Stefan & Willems, Gert, 2011. "Robust and Efficient One-Way MANOVA Tests," Journal of the American Statistical Association, American Statistical Association, vol. 106(494), pages 706-718.
- Cantoni E. & Ronchetti E., 2001. "Robust Inference for Generalized Linear Models," Journal of the American Statistical Association, American Statistical Association, vol. 96, pages 1022-1030, September.
- Toma, Aida & Leoni-Aubin, Samuela, 2010. "Robust tests based on dual divergence estimators and saddlepoint approximations," Journal of Multivariate Analysis, Elsevier, vol. 101(5), pages 1143-1155, May.
- Wang, Lan & Qu, Annie, 2007. "Robust Tests in Regression Models With Omnibus Alternatives and Bounded Influence," Journal of the American Statistical Association, American Statistical Association, vol. 102, pages 347-358, March.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Abhijit Mandal & Beste Hamiye Beyaztas & Soutir Bandyopadhyay, 2023. "Robust density power divergence estimates for panel data models," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 75(5), pages 773-798, October.
- Ayanendranath Basu & Abhijit Mandal & Nirian Martín & Leandro Pardo, 2019. "A Robust Wald-Type Test for Testing the Equality of Two Means from Log-Normal Samples," Methodology and Computing in Applied Probability, Springer, vol. 21(1), pages 85-107, March.
- Abhik Ghosh, 2022. "Robust parametric inference for finite Markov chains," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 31(1), pages 118-147, March.
- Ayanendranath Basu & Abhik Ghosh & Nirian Martin & Leandro Pardo, 2018. "Robust Wald-type tests for non-homogeneous observations based on the minimum density power divergence estimator," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 81(5), pages 493-522, July.
- Stephanie Aerts & Gentiane Haesbroeck, 2017. "Robust asymptotic tests for the equality of multivariate coefficients of variation," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 26(1), pages 163-187, March.
- Elżbieta Szaruga & Elżbieta Załoga, 2022. "Qualitative–Quantitative Warning Modeling of Energy Consumption Processes in Inland Waterway Freight Transport on River Sections for Environmental Management," Energies, MDPI, vol. 15(13), pages 1-21, June.
- Ayanendranath Basu & Abhik Ghosh & Abhijit Mandal & Nirian Martin & Leandro Pardo, 2021. "Robust Wald-type tests in GLM with random design based on minimum density power divergence estimators," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 30(3), pages 973-1005, September.
- 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).
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Amor Keziou & Aida Toma, 2021. "A Robust Version of the Empirical Likelihood Estimator," Mathematics, MDPI, vol. 9(8), pages 1-19, April.
- Ayanendranath Basu & Abhik Ghosh & Nirian Martin & Leandro Pardo, 2018. "Robust Wald-type tests for non-homogeneous observations based on the minimum density power divergence estimator," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 81(5), pages 493-522, July.
- 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.
- Salibian-Barrera, Matias & Van Aelst, Stefan & Yohai, Víctor J., 2016. "Robust tests for linear regression models based on τ-estimates," Computational Statistics & Data Analysis, Elsevier, vol. 93(C), pages 436-455.
- Ronchetti, Elvezio, 2020. "Accurate and robust inference," Econometrics and Statistics, Elsevier, vol. 14(C), pages 74-88.
- 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).
- Hill, Jonathan B. & Prokhorov, Artem, 2016.
"GEL estimation for heavy-tailed GARCH models with robust empirical likelihood inference,"
Journal of Econometrics, Elsevier, vol. 190(1), pages 18-45.
- Hill, Jonathan B. & Prokhorov, Artem, 2015. "GEL Estimation for Heavy-Tailed GARCH Models with Robust Empirical Likelihood Inference," Working Papers 2015-03, University of Sydney Business School, Discipline of Business Analytics.
- Cizek, P., 2009.
"Generalized Methods of Trimmed Moments,"
Discussion Paper
2009-25, Tilburg University, Center for Economic Research.
- Cizek, P., 2009. "Generalized Methods of Trimmed Moments," Other publications TiSEM 46607f30-95c0-430a-8ef9-2, Tilburg University, School of Economics and Management.
- Boente, Graciela & Cao, Ricardo & González Manteiga, Wenceslao & Rodriguez, Daniela, 2013. "Testing in generalized partially linear models: A robust approach," Statistics & Probability Letters, Elsevier, vol. 83(1), pages 203-212.
- Ghosh, Abhik & Basu, Ayanendranath, 2016. "Testing composite null hypotheses based on S-divergences," Statistics & Probability Letters, Elsevier, vol. 114(C), pages 38-47.
- Chalabi, Yohan & Wuertz, Diethelm, 2012. "Portfolio optimization based on divergence measures," MPRA Paper 43332, University Library of Munich, Germany.
- Ayanendranath Basu & Abhik Ghosh & Abhijit Mandal & Nirian Martin & Leandro Pardo, 2021. "Robust Wald-type tests in GLM with random design based on minimum density power divergence estimators," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 30(3), pages 973-1005, September.
- Diaa Al Mohamad, 2018. "Towards a better understanding of the dual representation of phi divergences," Statistical Papers, Springer, vol. 59(3), pages 1205-1253, September.
- Aida Toma & Samuela Leoni-Aubin, 2015. "Robust Portfolio Optimization Using Pseudodistances," PLOS ONE, Public Library of Science, vol. 10(10), pages 1-26, October.
- Toma, Aida & Leoni-Aubin, Samuela, 2013. "Optimal robust M-estimators using Rényi pseudodistances," Journal of Multivariate Analysis, Elsevier, vol. 115(C), pages 359-373.
- Friedrich, Sarah & Pauly, Markus, 2018. "MATS: Inference for potentially singular and heteroscedastic MANOVA," Journal of Multivariate Analysis, Elsevier, vol. 165(C), pages 166-179.
- Bianco, Ana M. & Martínez, Elena, 2009. "Robust testing in the logistic regression model," Computational Statistics & Data Analysis, Elsevier, vol. 53(12), pages 4095-4105, October.
- repec:cep:stiecm:/2014/572 is not listed on IDEAS
- Lô, Serigne N. & Ronchetti, Elvezio, 2009. "Robust and accurate inference for generalized linear models," Journal of Multivariate Analysis, Elsevier, vol. 100(9), pages 2126-2136, October.
- La Vecchia, Davide & Camponovo, Lorenzo & Ferrari, Davide, 2015. "Robust heart rate variability analysis by generalized entropy minimization," Computational Statistics & Data Analysis, Elsevier, vol. 82(C), pages 137-151.
- Xu, Li-Wen, 2015. "Parametric bootstrap approaches for two-way MANOVA with unequal cell sizes and unequal cell covariance matrices," Journal of Multivariate Analysis, Elsevier, vol. 133(C), pages 291-303.
More about this item
Keywords
Divergence measures; Wald-type test statistics; Minimum density power divergence estimators; Robustness; Influence functions; Chi-square inflation factor;All these keywords.
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:jmvana:v:147:y:2016:i:c:p:102-126. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.