In this paper we propose a robust version of Cox-type test statistics for the choice between two non-nested hypotheses. We first show that the influence of small amounts of contamination in the data on the test decision can be very large. Secondly we build a robust test statistic by using the...

n this paper robustness properties of the maximum likelihood estimator (MLE) and several robust estimators for the logistic regression model when the responses are binary are analysed analytically by means of the Influence Function (IF) and empirically by means of simulations. It is found that...

Giovanni Giorgi’s chapter on the sampling properties of inequality indices concentrates upon reviewing the different contributions to the subject. It is certainly a useful collection of bibliographical references for the researcher interested in a complete statistical analysis of income data...

n this paper, we consider the problem of outliers in incomplete multivariate data, when the aim is to estimate a measure of mean and covariance as it is the case for example in factor analysis. In such a situation the ER algorithm of Little and Smith (1987) which combines the EM algorithm for...

Confirmatory factor analysis (CFA) is a data anylsis procedure that is widely used in social and behavioral sciences in general and other applied sciences that deal with large quantities of data (variables). The classical estimator (and inference) procedures are based either on the maximum...

Stochastic dominance criteria are commonly used to draw welfare-theoretic inferences about comparisons of income distribution as well as ranking probability distributions in the analysis of choice under uncertainty. However, just as some measures of location and dispersion can be...

The economic analysis of income distribution and related topics makes extensive use of dominance criteria to draw inferences about welfare comparisons. However it is possible that - just as some inequality statistics can be very sensitive to extreme values - conclusions drawn from empirical...

We show how a collection of results in the literature on the empirical estimation of welfare indicators from sample data can be unified. We also demonstrate how some of these ideas can be extended to empirically important cases where the data have been trimmed or censored.

This paper presents a robust estimation of two income distribution models using Spanish data for the period 1990-91 under three different concepts of income. The effect on the estimates of the Theil index due to the choice of the definition of income and of the estimation method is also analysed.