| Abstract: | The generalized negative exponential disparity, discussed in Bhandari et al. (Robust inference in parametric models using the family of generalized negative exponential disparities, 2006, ANZJS, 48 , 95–114), represents an important class of disparity measures that generates efficient estimators and tests with strong robustness properties. In their paper, however, Bhandari et al. failed to provide a sharp lower bound for the power breakdown point of the corresponding tests. This was acknowledged by the authors, who indicated the possible existence of a sharper bound, but noted that they did not “have a proof at this point”. In this paper we provide an improved bound for this power breakdown point, and show with an example how this can enhance the existing results. |
