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

Publication date: Available online 23 December 2018Source: Statistics & Probability LettersAuthor(s): Abhik Ghosh, Ayanendranath BasuAbstractWe 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.

Source: Statistics and Probability Letters - December 24, 2018 Category: Statistics Source Type: research