27
7

Testing Composite Null Hypothesis Based on SS-Divergences

Abstract

We present a robust test for composite null hypothesis based on the general SS-divergence family. This requires a non-trivial extension of the results of Ghosh et al.~(2015). We derive the asymptotic and theoretical robustness properties of the resulting test along with the properties of the minimum SS-divergence estimators under parameter restrictions imposed by the null hypothesis. An illustration in the context of the normal model is also presented.

View on arXiv
Comments on this paper