56 citations · 234 across the 24 of their papers we have counts for
25 papers
Robust and efficient Breusch-Pagan test-statistic: an application of the beta-score Lagrange multipliers test for non-identically distributed individuals
Nirian Martin
In Econometrics, the Breusch-Pagan test-statistic has become an iconic application of the Lagrange multipliers (LM) test. We shall introduce beta-score LM tests for heteroscedastic…
Empirical phi-divergence test statistics in the logistic regression model
A. Felipe, P. Garcia-Segador, N. Martin +2
In this paper we apply divergence measures to empirical likelihood applied to logistic regression models. We define a family of empirical test statistics based on divergence measur…
Divergence-based robust inference under proportional hazards model for one-shot device life-test
N. Balakrishnan, E. Castilla, N. Martin +1
In this paper, we develop robust estimators and tests for one-shot device testing under proportional hazards assumption based on divergence measures. Through a detailed Monte Carlo…
Power divergence approach for one-shot device testing under competing risks
N. Balakrishnan, E. Castilla, N. Martin +1
Most work on one-shot devices assume that there is only one possible cause of device failure. However, in practice, it is often the case that the products under study can experienc…
A Robust Generalization of the Rao Test
Ayanendranath Basu, Abhik Ghosh, Nirian Martin +1
This paper presents new families of Rao-type test statistics based on the minimum density power divergence estimators which provide robust generalizations for testing simple and co…
Robust semiparametric inference for polytomous logistic regression with complex survey design
Elena Castilla, Abhik Ghosh, Nirian Martin +1
Analyzing polytomous response from a complex survey scheme, like stratified or cluster sampling is very crucial in several socio-economics applications. We present a class of minim…
A Robust Wald-type Test for Testing the Equality of Two Means from Log-Normal Samples
Ayanendranath Basu, Abhijit Mandal, Nirian Martin +1
The log-normal distribution is one of the most common distributions used for modeling skewed and positive data. It frequently arises in many disciplines of science, specially in th…
Robust Wald-type test in GLM with random design based on minimum density power divergence estimators
Ayanendranath Basu, Abhik Ghosh, Abhijit Mandal +2
We consider the problem of robust inference under the generalized linear model (GLM) with stochastic covariates. We derive the properties of the minimum density power divergence es…
Robust Wald-type tests for non-homogeneous observations based on minimum density power divergence estimator
Ayanendranath Basu, Abhik Ghosh, Nirian Martin +1
This paper considers the problem of robust hypothesis testing under non-identically distributed data. We propose Wald-type tests for both simple and composite hypothesis for indepe…
Robust Estimators and Test-Statistics for One-Shot Device Testing Under the Exponential Distribution
N. Balakrishnan, E. Castilla, N. Martin +1
This paper develops a new family of estimators, the minimum density power divergence estimators (MDPDEs), for the parameters of the one-shot device model as well as a new family of…
New robust statistical procedures for polytomous logistic regression models
E. Castilla, A. Ghosh, N. Martín +1
This paper derives a new family of estimators, namely the minimum density power divergence estimators, as a robust generalization of the maximum likelihood estimator for the polyto…
A new class of robust two-sample Wald-type tests
Abhik Ghosh, Nirian Martin, Ayanendranath Basu +1
Parametric hypothesis testing associated with two independent samples arises frequently in several applications in biology, medical sciences, epidemiology, reliability and many mor…
A logistic regression analysis approach for sample survey data based on phi-divergence measures
Elena Castilla, Nirian Martin, Leandro Pardo
A new family of minimum distance estimators for binary logistic regression models based on -divergence measures is introduced. The so called "pseudo minimum phi-divergence estim…
A Wald-type test statistic for testing linear hypothesis in logistic regression models based on minimum density power divergence estimator
Ayandrendanath Basu, Abhik Ghosh, Abhijit Mandal +2
In this paper a robust version of the classical Wald test statistics for linear hypothesis in the logistic regression model is introduced and its properties are explored. We study…
Semiparametric clustered overdispersed multinomial goodness-of-fit of log-linear models
Juana M. Alonso-Revenga, Nirian Martin, Leandro Pardo
Traditionally, the Dirichlet-multinomial distribution has been recognized as a key model for contingency tables generated by cluster sampling schemes. There are, however, other pos…
Pseudo minimum phi-divergence estimator for multinomial logistic regression with complex sample design
Elena Castilla, Nirian Martin, Leandro Pardo
This article develops the theoretical framework needed to study the multinomial logistic regression model for complex sample design with pseudo minimum phi-divergence estimators. T…
Empirical phi-divergence test-statistics for the equalityof means of two populations
Narayanaswamy Balakrishnan, Nirian Martin, Leandro Pardo
Empirical phi-divergence test-statistics have demostrated to be a useful technique for the simple null hypothesis to improve the finite sample behaviour of the classical likelihood…
New improved estimators for overdispersion in models with clustered multinomial data and unequal cluster sizes
Juana María Alonso, Nirian Martín, Leandro Pardo
It is usual to rely on the quasi-likelihood methods for deriving statistical methods applied to clustered multinomial data with no underlying distribution. Even though extensive li…
Influence Analysis of Robust Wald-type Tests
Abhik Ghosh, Abhijit Mandal, Nirian Martin +1
We consider a robust version of the classical Wald test statistics for testing simple and composite null hypotheses for general parametric models. These test statistics are based o…
Best prediction under a nested error model with log transformation
Nirian Martin, Isabel Molina
In regression models involving economic variables such as income, log transformation is typically taken to achieve approximate normality and stabilize the variance. However, often…
Generalized Wald-type Tests based on Minimum Density Power Divergence Estimators
Ayanendranath Basu, Abhijit Mandal, Nirian Martin +1
In testing of hypothesis the robustness of the tests is an important concern. Generally, the maximum likelihood based tests are most efficient under standard regularity conditions,…
Robust Tests for the Equality of Two Normal Means based on the Density Power Divergence
Ayanendranath Basu, Abhijit Mandal, Nirian Martin +1
Statistical techniques are used in all branches of science to determine the feasibility of quantitative hypotheses. One of the most basic applications of statistical techniques in…
Wald type and Phi-divergence based test-statistics for isotonic binomial proportions
Nirian Martín, Raquel Mata, Leando Pardo
In this paper new test statistics are introduced and studied for the important problem of testing hypothesis that involves inequality constraint on proportions when the sample come…
Phi-divergence statistics for the likelihood ratio order: an approach based on log-linear models
Nirian Martín, Raquel Mata, Leandro Pardo
When some treatments are ordered according to the categories of an ordinal categorical variable (e.g., extent of side effects) in a monotone order, one might be interested in knowi…