Influence analysis of robust wald-type tests
Working Papers
Overview
Overview
authors
GHOSH, A.
Mandal, A.
MARTIN APAOLAZA, NIRIAN
PARDO, LEANDRO
publication date
2014
keywords
wald-type test statistics; minimum density power divergence estimators; robustness; influence functions; chi-square inflation factor; wald test breaks down; some numerical examples confirm the validity of the theoretical results