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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 SS-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 SS-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}
}

Comments

13 pages

R2 v1 2026-06-22T09:16:56.971Z