A robust approach to test in semiparametric models

BOENTE, GRACIELA; CAO, RICARDO; GONZALEZ-MANTEIGA, WENCESLAO; RODRIGUEZ, DANIELA

Toulouse

Conferencia; 27th European Meetings of Statisticians (EMS 2009); 2009

Université Paul Sabatier, Société Française de statistique , Bernoulli Society for Mathematical Statistics and Probability

In this talk, robust alternatives to some of the tests considered in the literature will be described. A general approach which includes a robust version of the deviance and a robustified quasi-likelihood is considered