Article ID Journal Published Year Pages File Type
1146951 Journal of Multivariate Analysis 2011 17 Pages PDF
Abstract

The class of dual ϕϕ-divergence estimators (introduced in Broniatowski and Keziou (2009) [5]) is explored with respect to robustness through the influence function approach. For scale and location models, this class is investigated in terms of robustness and asymptotic relative efficiency. Some hypothesis tests based on dual divergence criteria are proposed and their robustness properties are studied. The empirical performances of these estimators and tests are illustrated by Monte Carlo simulation for both non-contaminated and contaminated data.

Related Topics
Physical Sciences and Engineering Mathematics Numerical Analysis
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