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Titolo:
Test of hypotheses based on the weighted likelihood methodology
Autore:
Agostinelli, C; Markatou, M;
Indirizzi:
Univ Padua, Dept Stat, I-35121 Padua, Italy Univ Padua Padua Italy I-35121 iv Padua, Dept Stat, I-35121 Padua, Italy Columbia Univ, Dept Stat, New York, NY 10027 USA Columbia Univ New York NY USA 10027 iv, Dept Stat, New York, NY 10027 USA
Titolo Testata:
STATISTICA SINICA
fascicolo: 2, volume: 11, anno: 2001,
pagine: 499 - 514
SICI:
1017-0405(200104)11:2<499:TOHBOT>2.0.ZU;2-4
Fonte:
ISI
Lingua:
ENG
Soggetto:
BOUNDED-INFLUENCE TESTS; LINEAR-REGRESSION; MODELS; EQUATIONS;
Keywords:
asymptotic distribution; breakdown function; likelihood ratio test; robustness; score test; Wald test; weighted likelihood;
Tipo documento:
Article
Natura:
Periodico
Settore Disciplinare:
Physical, Chemical & Earth Sciences
Citazioni:
23
Recensione:
Indirizzi per estratti:
Indirizzo: Agostinelli, C Univ Padua, Dept Stat, I-35121 Padua, Italy Univ Padua Padua Italy I-35121 Stat, I-35121 Padua, Italy
Citazione:
C. Agostinelli e M. Markatou, "Test of hypotheses based on the weighted likelihood methodology", STAT SINICA, 11(2), 2001, pp. 499-514

Abstract

Weighted versions of the likelihood ratio, Wald, score and disparity testsare proposed for parametric inference. If the parametric model is correct,the weighted likelihood tests are asymptotically equivalent to the corresponding likelihood based tests, while the disparity test has asymptotically the same distribution as that of Sigma (p)(i=1) lambda (i)Z(i)(2), where Z(i) are standard normal random variables and lambda (i) are eigenvalues of an appropriate matrix. The tests have high level and power breakdown points and they perform well in finite samples. A simulation study and a data example illustrate the performance of the tests in the presence of symmetric and asymmetric contamination.

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Documento generato il 25/09/20 alle ore 22:16:27