Power and level robustness of a test for composite hypotheses under independent non-homogeneous data

Authors

Abhik Ghosh, Indian Statistical Institute, Kolkata
Ayanendranath Basu, Indian Statistical Institute, Kolkata

Article Type

Research Article

Publication Title

Statistics and Probability Letters

Abstract

We consider a class of density power divergence based tests for composite hypotheses under non-homogeneous data. This note provides a rigorous derivation of the power and level influence functions to theoretically justify their robustness with applications to fixed-carrier linear regressions.

First Page

35

Last Page

42

DOI

10.1016/j.spl.2018.12.002

Publication Date

5-1-2019

Comments

Open Access, Green

Recommended Citation

Ghosh, Abhik and Basu, Ayanendranath, "Power and level robustness of a test for composite hypotheses under independent non-homogeneous data" (2019). Journal Articles. 862.
https://digitalcommons.isical.ac.in/journal-articles/862