Tests of hypotheses in discrete models based on the penalized Hellinger distance

Ayanendranath Basu, Ian R. Harris and Srabashi Basu

Statistics & Probability Letters, 1996, vol. 27, issue 4, 367-373

Abstract: Analogues of the likelihood ratio, Rao, and Wald tests are introduced in discrete parametric models based on the family of penalized Hellinger distances. It is shown that the tests based on a particular member of this family provide attractive alternatives to the tests based on the ordinary Hellinger distance. These tests share the robustness of the Hellinger distance test, but are often closer to the likelihood-based tests at the model, especially in small samples. The convergence of ordinary Hellinger distance tests to limiting [chi]2 distributions are quite slow. The proposed tests are improvements in this respect.

Keywords: Hellinger; distance; Robustness; Likelihood; ratio; test; Rao; test; Wald; test (search for similar items in EconPapers)
Date: 1996
References: View complete reference list from CitEc
Citations: View citations in EconPapers (5)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/0167-7152(95)00101-8
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:stapro:v:27:y:1996:i:4:p:367-373

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

Access Statistics for this article

Statistics & Probability Letters is currently edited by Somnath Datta and Hira L. Koul

More articles in Statistics & Probability Letters from Elsevier
Bibliographic data for series maintained by Catherine Liu ().