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CRiSM Seminar - Ayanendranath Basu

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Location: A1.01

Ayanendranath Basu (Indian Statistical Institute)

Contamination Envelopes for Statistical Distances with Applications to Power Breakdown 
 
Inference procedures based on density based distances are known for their high efficiency and strong robustness. Similarly, other distance based analogues of the likelihood ratio test combine some of the properties of this test with good robustness properties. In this work we will derive general contamination envelopes for the distances under data contamination which have immediate application in deriving the power breakdown bounds for parametric tests of hypothesis based on density based distances. Our results will generalize and improve the existing power breakdown bounds for parametric tests based on distances. The talk will focus on the theoretical and computational issues related to this problem.

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