A Robust Generalization of the Rao Test
Methodology
2019-08-27 v1
Abstract
This paper presents new families of Rao-type test statistics based on the minimum density power divergence estimators which provide robust generalizations for testing simple and composite null hypotheses. The asymptotic null distributions of the proposed tests are obtained and their robustness properties are also theoretically studied. Numerical illustrations are provided to substantiate the theory developed. On the whole, the proposed tests are seen to be excellent alternatives to the classical Rao test.
Keywords
Cite
@article{arxiv.1908.09794,
title = {A Robust Generalization of the Rao Test},
author = {Ayanendranath Basu and Abhik Ghosh and Nirian Martin and Leandro Pardo},
journal= {arXiv preprint arXiv:1908.09794},
year = {2019}
}