Influence analysis of robust wald-type tests Working Papers uri icon

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