In this paper we develop some natural “goodness-of-fit” tests for the Gompertz growth curve model (GGCM) based on the empirical estimate of relative growth rate (RGR). Existing approaches of goodness-of-fit tests for growth curve models are mainly based on finite differences of the size data...

General strategies for constructing second order efficient robust distances from suitable properties of the residual adjustment functions (RAF) are discussed. Based on those properties families of estimators are constructed using the truncated polynomial, negative exponential and sigmoidal...

The celebrated U-conjecture states that under the Nn(0,In) distribution of the random vector X=(X1,...,Xn) in , two polynomials P(X) and Q(X) are unlinkable if they are independent [see Kagan et al., Characterization Problems in Mathematical Statistics, Wiley, New York, 1973]. Some results have...

Robust estimators are determined using the minimum disparity estimation method (Lindsay, 1994; Basu and Lindsay, 1994) in the errors-in-variables model. These estimators are asymptotically fully efficient for the model considered and have strong robustness features. In a numerical example these...

Analogues of the likelihood ratio, Rao, and Wald tests are introduced in discrete parametric models based on the family of penalized Hellinger distances. It is shown that the tests based on a particular member of this family provide attractive alternatives to the tests based on the ordinary...

Inference procedures based on density based minimum distance techniques provide attractive alternatives to likelihood based methods for the statistician. The minimum disparity estimators are asymptotically efficient under the model; several members of this family also have strong robustness...