Robust approach for comparing two dependent normal populations through Wald-type tests based on Rényi's pseudodistance estimators

Impacto

Downloads

Downloads per month over past year

Castilla González, Elena and Jaenada Malagón, María and Martín Apaolaza, Nirian and Pardo Llorente, Leandro (2022) Robust approach for comparing two dependent normal populations through Wald-type tests based on Rényi's pseudodistance estimators. Statistics and Computing, 32 (100). ISSN 1573-1375 (Unpublished)

[thumbnail of s11222-022-10162-7.pdf]
Preview
PDF
Creative Commons Attribution.

1MB

Official URL: https://doi.org/10.1007/s11222-022-10162-7



Abstract

Since the two seminal papers by Fisher (1915, 1921) were published, the test under a fixed value correlation coefficient null hypothesis for the bivariate normal distribution constitutes an important statistical problem. In the framework of asymptotic robust statistics, it remains being a topic of great interest to be investigated. For this and other tests, focused on paired correlated normal random samples, Rényi's pseudodistance estimators are proposed, their asymptotic distribution is established and an iterative algorithm is provided for their computation. From them the Wald-type test statistics are constructed for different problems of interest and their influence function is theoretically studied. For testing null correlation in different contexts, an extensive simulation study and two real data based examples support the robust properties of our proposal.


Item Type:Article
Uncontrolled Keywords:Correlation test, Influence function, Rényi pseudodistance, Robustness, Wald-type test
Subjects:Sciences > Mathematics > Mathematical statistics
ID Code:74314
Deposited On:05 Sep 2022 08:32
Last Modified:03 Nov 2022 13:43

Origin of downloads

Repository Staff Only: item control page