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

In this article we consider the general problem of testing H0; 0 = 0 against H1: [theta] [set membership, variant] C, where is a closed convex cone with vertex at the origin. We develope 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, H1: 0 [not equal to] 0.

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Year of publication:	1996
Authors:	Silvapulle, Mervyn J.
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 31.1996, 1, p. 45-50
Publisher:	Elsevier
Keywords:	Influence function Order restricted inference Score-type tests

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005223755