Testing Composite Null Hypothesis Based on $S$-Divergences
Statistics Theory
2016-07-04 v1 Methodology
Statistics Theory
Abstract
We present a robust test for composite null hypothesis based on the general -divergence family. This requires a non-trivial extension of the results of Ghosh et al.~(2015). We derive the asymptotic and theoretical robustness properties of the resulting test along with the properties of the minimum -divergence estimators under parameter restrictions imposed by the null hypothesis. An illustration in the context of the normal model is also presented.
Keywords
Cite
@article{arxiv.1504.04100,
title = {Testing Composite Null Hypothesis Based on $S$-Divergences},
author = {Abhik Ghosh and Ayanendranath Basu},
journal= {arXiv preprint arXiv:1504.04100},
year = {2016}
}
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13 pages