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Robust bounded influence tests against one-sided hypotheses in general parametric models

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  • Silvapulle, Mervyn J.

Abstract

In this article we consider the general problem of testing H0; 0 = 0 against H1: [theta] [set membership, variant] C, where is a closed convex cone with vertex at the origin. We develope robust bounded influence tests for this testing problem when the underlying observations are iid. This article provides a natural generalization of the results in Heritier and Ronchetti (1994) who considered the special case, H1: 0 [not equal to] 0.

Suggested Citation

  • Silvapulle, Mervyn J., 1996. "Robust bounded influence tests against one-sided hypotheses in general parametric models," Statistics & Probability Letters, Elsevier, vol. 31(1), pages 45-50, December.
    • Handle: RePEc:eee:stapro:v:31:y:1996:i:1:p:45-50
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