相关论文: On the Robustness of a Divergence based Test of Si…
In any parametric inference problem, the robustness of the procedure is a real concern. A procedure which retains a high degree of efficiency under the model and simultaneously provides stable inference under data contamination is…
Robust tests of general composite hypothesis under non-identically distributed observations is always a challenge. Ghosh and Basu (2018, Statistica Sinica, 28, 1133--1155) have proposed a new class of test statistics for such problems based…
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…
Preserving the robustness of the procedure has, at the present time, become almost a default requirement for statistical data analysis. Since efficiency at the model and robustness under misspecification of the model are often in conflict,…
Statistical techniques are used in all branches of science to determine the feasibility of quantitative hypotheses. One of the most basic applications of statistical techniques in comparative analysis is the test of equality of two…
Experiments often yield non-identically distributed data for statistical analysis. Tests of hypothesis under such set-ups are generally performed using the likelihood ratio test, which is non-robust with respect to outliers and model…
Minimum divergence methods are popular tools in a variety of statistical applications. We consider tubular model adequacy tests, and demonstrate that the new divergences that are generated in the process are very useful in robust…
We present a robust test for composite null hypothesis based on the general $S$-divergence family. This requires a non-trivial extension of the results of Ghosh et al.~(2015). We derive the asymptotic and theoretical robustness properties…
Robust inference based on the minimization of statistical divergences has proved to be a useful alternative to the classical maximum likelihood based techniques. Recently Ghosh et al. (2013) proposed a general class of divergence measures…
In testing of hypothesis the robustness of the tests is an important concern. Generally, the maximum likelihood based tests are most efficient under standard regularity conditions, but they are highly non-robust even under small deviations…
This paper introduces a new superfamily of divergences that is similar in spirit to the S-divergence family introduced by Ghosh et al. (2013). This new family serves as an umbrella that contains the logarithmic power divergence family…
The log-logistic distribution is a versatile parametric family widely used across various applied fields, including survival analysis, reliability engineering, and econometrics. When estimating parameters of the log-logistic distribution,…
Robust Bayesian analysis has been mainly devoted to detecting and measuring robustness w.r.t. the prior distribution. Many contributions in the literature aim to define suitable classes of priors which allow the computation of variations of…
Hypothesis testing for small-sample scenarios is a practically important problem. In this paper, we investigate the robust hypothesis testing problem in a data-driven manner, where we seek the worst-case detector over distributional…
In safety-critical deep learning applications, robustness measures the ability of neural models that handle imperceptible perturbations in input data, which may lead to potential safety hazards. Existing pre-deployment robustness assessment…
The density band model proposed by Kassam for robust hypothesis testing is revisited in this paper. First, a novel criterion for the general characterization of least favorable distributions is proposed, which unifies existing results. This…
Robust inference based on the minimization of statistical divergences has proved to be a useful alternative to classical techniques based on maximum likelihood and related methods. Basu et al. (1998) introduced the density power divergence…
The robustness of classifiers has become a question of paramount importance in the past few years. Indeed, it has been shown that state-of-the-art deep learning architectures can easily be fooled with imperceptible changes to their inputs.…
We consider a data-driven robust hypothesis test where the optimal test will minimize the worst-case performance regarding distributions that are close to the empirical distributions with respect to the Wasserstein distance. This leads to a…
Parametric hypothesis testing associated with two independent samples arises frequently in several applications in biology, medical sciences, epidemiology, reliability and many more. In this paper, we propose robust Wald-type tests for…