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Robust bounded influence tests against one-sided hypotheses in general parametric models

✍ Scribed by Mervyn J. Silvapulle


Publisher
Elsevier Science
Year
1996
Tongue
English
Weight
368 KB
Volume
31
Category
Article
ISSN
0167-7152

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✦ Synopsis


In this article we consider the general problem of testing H0:0 = 0 against H~: 0 C oK, where cg is a closed convex cone with vertex at the origin. We develop robust bounded influence tests for this testing problem when the underlying observations are iid. This article provides a natural generalization of the results in Heritier and Ronchetti (1994) who considered the special case, Hi: 0 ¢ 0.