Power and level robustness of a test for composite hypotheses under independent non-homogeneous data

Abhik Ghosh and Ayanendranath Basu

Statistics & Probability Letters, 2019, vol. 148, issue C, 35-42

Abstract: We consider a class of density power divergence based tests for composite hypotheses under non-homogeneous data. This note provides a rigorous derivation of the power and level influence functions to theoretically justify their robustness with applications to fixed-carrier linear regressions.

Keywords: Power influence function; Level influence function; Robust hypothesis testing; Non-homogeneous observations; Linear regression (search for similar items in EconPapers)
Date: 2019
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DOI: 10.1016/j.spl.2018.12.002

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